steepest descent method


steepest descent method

[′stēp·əst di′sent ‚meth·əd] (mathematics) Certain functions can be approximated for large values by an asymptotic formula derived from a Taylor series expansion about a saddle point. Also known as saddle point method. A method of approximating extreme values of the functions of two or more variables, in which the gradient of the function is used to obtain a sequence of approximations of the point at which the extreme value occurs.