Lecture
Objective function, Preconditioning
Description
This lecture explains the concept of the condition number in optimization, which reflects the geometry of a function. It delves into preconditioning, a technique to improve the condition number by changing variables, illustrated through examples.
In MOOCs (6)
Optimization: principles and algorithms - Linear optimization
Introduction to linear optimization, duality and the simplex algorithm.
Optimization: principles and algorithms - Linear optimization
Introduction to linear optimization, duality and the simplex algorithm.
Optimization: principles and algorithms - Network and discrete optimization
Introduction to network optimization and discrete optimization
Optimization: principles and algorithms - Network and discrete optimization
Introduction to network optimization and discrete optimization
Optimization: principles and algorithms - Unconstrained nonlinear optimization
Introduction to unconstrained nonlinear optimization, Newton’s algorithms and descent methods.
Instructor
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