Abstract
An extensive failure analysis of the steepest-descent optimization algorithm has been made. Each of the ways in which the algorithm can fail is discussed in terms of both the mathematical and numerical manifestations of a failure and the information which each type of failure provides about the formulation of the physical problem. Numerical tests for each of the various types of failure are described; several faulty problem formulations are presented, each of which illustrates a particular type of failure. A table is presented in which all failure modes are summarized and the corresponding numerical tests are exhibited.
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Communicated by A. Miele
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McDermott, M., Fowler, W.T. Steepest-descent failure analysis. J Optim Theory Appl 23, 229–243 (1977). https://doi.org/10.1007/BF00933050
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DOI: https://doi.org/10.1007/BF00933050