03ImprovingSearch.pptVIP

TP SHUAI * * * * * * * 3.3 Algebraic conditions for improving and feasible directions Gradients Gradients show graphically as vectors perpendicular to contours of the objective function and point in the direction of most rapid objective value increase. Gradient conditions for improving directions Suppose that our search of objective function f has arrived at current solution x. Then the change associated with a step of size ? in direction ?x can be approximated as Theorem: Direction ?x is improving for maximize objective function f at point at x if ?f(x)??x0. On the other hand, if ?f(x)??