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Applied Physics and Mathematics

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ON CONVERGENCE OF EXTREMUM SEARCH ALGORITHMS BASED ON GRADIENT METHODS
V.G. REUTOV

We consider a common problem of numerical search of extremum using gradient methods, which is solved both to determine the optimal values of the system parameters at the design stage and in real time in the equipment of adaptive and correlationextreme navigation systems. Possible practical approaches to assessing the stability and nature of the extremum search process are illustrated by examples in which the optimized function allows analytical representation.
Keywords: numerical extremum search, gradient search methods.


DOI: 10.25791/pfim.06.2019.1046

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Pp. 41-48.

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