ITERATIVE ALGORITHMS

Ramasubramanian Sundaram
Institute for Signal and Information Processing
Mississippi State University, Mississippi State, MS 39762
email: sundaram@isip.msstate.edu

ABSTRACT

Optimization techniques have helped in achieving optimal solutions to many a problems in various fields. Optimization methods using differential calculus can be applied to solve certain problems but as the problem becomes too cumbersome then classical methods get replaced by Iterative Techniques.

Iteration is done by choosing x(0) as initial solution to the problem. Then one finds a better solution, say x(1), from x(0) and so on. The solution x(k) is the best possible solution if it minimizes the objective function. This objective function can be a cost function or error function around which the whole problem is based. Iteration can also be terminated if there are indications that no solution to the problem exists.

This process of finding solution iteratively involves extensive computations and there are several algorithms on iteration. My study will be focussed on various Iterative algorithms and their applications.

Additional items of interest: