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Steepest-descent failure analysis
Authors:M. McDermott Jr.  W. T. Fowler
Affiliation:(1) Department of Industrial Engineering, Texas A&M University, College Station, Texas;(2) Department of Aerospace Engineering and Engineering Mechanics, The University of Texas at Austin, Austin, Texas
Abstract:
An extensive failure analysis of the steepest-descent optimization algorithm has been made. Each of the ways in which the algorithm can fail is discussed in terms of both the mathematical and numerical manifestations of a failure and the information which each type of failure provides about the formulation of the physical problem. Numerical tests for each of the various types of failure are described; several faulty problem formulations are presented, each of which illustrates a particular type of failure. A table is presented in which all failure modes are summarized and the corresponding numerical tests are exhibited.
Keywords:Gradient methods  ill-posed problems  computing methods  numerical methods  failure analysis
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