numopt-js
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    Function gradientDescent

    Public package entry: re-exports algorithms, helpers, and shared types.

    • 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