Fractional Order Gradient Descent Algorithm

Autores

  • Eliana Contharteze Grigoletto
  • Aurelio Ribeiro Leite de Oliveira

DOI:

https://doi.org/10.5540/03.2020.007.01.0387

Palavras-chave:

Fractional Calculus, Gradient Descent Algorithm, Unconstrained Minimization

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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Publicado

2020-02-20

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