Steepest Descent Method

Preliminaries ‘An Introduction to Performance Optimization’ Linear algebra Calculus 1,2 Direction Based Algorithm and a Variation1 This post describes a direction searching algorithm((mathbf{x}_{k})). And its variation gives a way to estimate step length ((alpha_k)).
Steepest Descent To find the minimum points of a performance index by an iterative algorithm, we want to decrease the value of the performance index step by step which looks like going down from the top of the hill.