In mathematics, the method of steepest descent or saddle-point method is an extension of Laplace's method for approximating an integral, where one deforms...

direction of the gradient (or approximate gradient) of the function at the current point, because this is the direction of steepest descent. Conversely...

sub-gradient methods for unconstrained problems use the same search direction as the method of steepest descent. Subgradient methods are slower than...

Laplace's method and the method of steepest descent, but Laplace's contribution precedes the others. The main idea of stationary phase methods relies on...

q=q_{0}} . These integrals can be approximated by the method of steepest descent. For small values of the Planck constant, f can be expanded about its minimum...

to the steepest descent direction at least every N iterations, or sooner if progress stops. However, resetting every iteration turns the method into steepest...

}{N}}}e^{-N}={\sqrt {2\pi N}}N^{N}e^{-N}.} Mathematics portal Method of stationary phase Method of steepest descent Large deviations theory Laplace principle (large...

Boosting" (PDF). Lambers, Jim (2011–2012). "The Method of Steepest Descent" (PDF). Note: in case of usual CART trees, the trees are fitted using least-squares...

extension of the steepest descent method for getting uniform asymptotic expansions in the case of coalescing saddle points. The method was published in...

Thus, every iteration of these steepest descent methods is a bit cheaper compared to that for the conjugate gradient methods. However, the latter converge...