Lecture

Descent methods and line search: Quadratic interpolation

Description

This lecture covers the unidimensional problem in descent methods, focusing on Newton's method and quadratic interpolation. It explains how to find the minimum of a function using only the function values, without the need for high precision calculations. The main idea is to interpolate a parabola using three points and use its minimum to define a new set of points.

In MOOCs (6)

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_1yi5ei1w

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Ontological neighbourhood

Mathematics

Analysis: Numerical analysis

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