numopt-js
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    Function gradientDescent

    This file is the main entry point for the numopt-js library.

    Role in system:

    • Exports all public API functions and types
    • Provides clean, focused interface for users
    • Single import point for the entire library

    For first-time readers:

    • Import everything you need from this file
    • Check individual algorithm files for detailed documentation
    • All algorithms follow consistent patterns
    • Performs gradient descent optimization to minimize a cost function.

      Algorithm:

      1. Start with initial parameters
      2. Compute gradient at current point
      3. Move in negative gradient direction (steepest descent)
      4. Use line search or fixed step size to determine step
      5. Repeat until convergence or max iterations

      Convergence criteria:

      • Gradient norm < tolerance
      • Step size < tolerance
      • Maximum iterations reached

      Parameters

      Returns GradientDescentResult