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A Generalized Approach to the Method of Steepest Ascent

H. Eldor¹; L. B. Koppel²

¹ Ministry of Defense · ² Purdue University, Lafayette, Indiana

This paper derives a general steepest-ascent expression to show that any “direction” in the function space can be considered to be a steepest ascent direction by selecting a proper distance metric index and/or variable scaling. Several search procedures can be thus considered to be special cases of the method of steepest ascent. An illustrative investigation shows that, in a qualitative sense, most metric indices perform comparably.

DOI

10.1287/opre.19.7.1613

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