Fractional Order Gradient Descent Algorithm

Eliana Contharteze Grigoletto, Aurelio Ribeiro Leite de Oliveira

Resumo


We present the gradient descent algorithm for unconstrained minimization problems using tools of the fractional calculus, a field of mathematics with applications in widespread areas of science and engineering. At each iteration of the fractional order gradient descent algorithm, the search direction is determined by means of fractional gradient, being a new alternative to solve large scale minimization problems involving one useful class of functions.

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Fractional Calculus, Gradient Descent Algorithm, Unconstrained Minimization

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DOI: https://doi.org/10.5540/03.2020.007.01.0387

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