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: