Supriya Ghosh (Editor)

Gradient related

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Gradient-related is a term used in multivariable calculus to describe a direction. A direction sequence { d k } is gradient-related to { x k } if for any subsequence { x k } k K that converges to a nonstationary point, the corresponding subsequence { d k } k K is bounded and satisfies

lim sup k , k K f ( x k ) d k < 0.

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

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.

References

Gradient-related Wikipedia