The idea behind the algorithm is simple: start from a given point
, the increment at each iteration
a single component of
by a defined step. For each increment
track the diminution of the objective function, then conserve memory only
of the increment that give the best diminution. Finally, use this increment
as a new starting point.
Clearly, this algorithm works only if the starting point is
(see notation 4.18), so that an
increment in one component moves the function
near the minimum. Also
at the first minimum encountered the algorithm stops.
The same function of figure 4.2 is shown in
figures 4.4, minimized by the SLOP algorithm. It is
possible to see that the SLOP algorithm stops as just as it
encounters the first minimum (a local minimum) at
.