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A method for the minimization of a function of several variables. It is based on the fact that each successive approximation of the function $F$ is obtained from the preceding one by a shift in the direction of the gradient of the function:

$$\mathbf x ^ {n + 1 } = \ \mathbf x ^ {n} - \delta _ {n} \ \mathop{\rm grad} F ( \mathbf x ^ {n} ).$$

The parameter $\delta _ {n}$ can be obtained, e.g., from the condition of the magnitude

$$F ( \mathbf x ^ {n} - \delta _ {n} \ \mathop{\rm grad} F ( \mathbf x ^ {n} )) \ \ \textrm{ being minimal } .$$