A link between the steepest descent method and fixed-point iterations
Pascal Heid · Optimization Letters · 2022
We will make a link between the steepest descent method for an unconstrained minimisation problem and fixed-point iterations for its Euler-Lagrange equation. In this context, we shall rediscover the preconditioned algebraic conjugate gradient method for the discretised problem. The benefit of the connection of those concepts will be illustrated by a numerical experiment.