Lecture

Trust region methods: framework & algorithms

Description

This lecture introduces trust region methods, focusing on the framework and algorithmic details. It covers the trust-region subproblem, variants of Newton's method, and Algorithm 6.1 for trust-region optimization. The goal is to establish simple rules for updating the trust-region radius and visiting points with small gradients.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.