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A gradient-related direction is a term encounted in multivariable calculus. A gradient-related direction is usually encountered in the gradient-based iterative optimisation of a function f. At each iteration k our current vector is x^k and we move in the direction d^k, thus generating a sequence of directions.

A direction sequence \{d^k\} is gradient related to \{x^k\} if:

For any subsequence \{x^k\}_{k \in K} that converges to a nonstationary point, the corresponding subsequency \{d^k\}_{k \in K} is bounded and satisfies

\limsup_{k \rightarrow \infty, k \in K} \nabla f(x^k)'d^k <0 .

It is easy to guarantee that the directions we generate are gradient related, by for example setting them equal to the gradient at each point.

 

This article is licensed under the GNU Free Documentation License. It uses material from the "Gradient-related".

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