Gradient-related
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A gradient-related direction is a term encountered 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 xk and we move in the direction dk, thus generating a sequence of directions.
A direction sequence {dk} is gradient related to {xk} if:
- For any subsequence that converges to a nonstationary point, the corresponding subsequency is bounded and satisfies
-
- .
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.