First-Order Numerical Optimization Algorithm

A First-Order Numerical Optimization Algorithm is a numerical optimization method that handles linear local error.

• Example(s):
  • Finite Differences‎ Method.
  • Gradient Descent Method.
• Example(s):
  • a Second-Order Method.
• See: Iterative Optimization Method, Numerical Analysis, Numerical Ordinary Differential Equation, Finite Difference, Linear Approximation.

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References

2017

• (Wikipedia, 2017) ⇒ https://en.wikipedia.org/wiki/Category:First_order_methods Retrieved:2017-10-8.
  • In numerical analysis, methods that have at most linear local error are called first order methods. They are frequently based on finite differences, a local linear approximation.

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