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Descent direction : ウィキペディア英語版
Descent direction

In optimization, a descent direction is a vector \mathbf\in\mathbb R^n that, in the sense below, moves us closer towards a local minimum \mathbf^
* of our objective function f:\mathbb R^n\to\mathbb R.
Suppose we are computing \mathbf^
* by an iterative method, such as line search. We define a descent direction \mathbf_k\in\mathbb R^n at the kth iterate to be any \mathbf_k such that \langle\mathbf_k,\nabla f(\mathbf_k)\rangle < 0, where \langle , \rangle denotes the inner product. The motivation for such an approach is that small steps along \mathbf_k guarantee that \displaystyle f is reduced, by Taylor's theorem.
Using this definition, the negative of a non-zero gradient is always a
descent direction, as \langle -\nabla f(\mathbf_k), \nabla f(\mathbf_k) \rangle = -\langle \nabla f(\mathbf_k), \nabla f(\mathbf_k) \rangle < 0 .
Numerous methods exist to compute descent directions, all with differing merits. For example, one could use gradient descent or the conjugate gradient method.
More generally, if P is a positive definite matrix, then
d = -P \nabla f(x)
is a descent direction

at x.
This generality is used in preconditioned gradient descent methods.


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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