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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the trust-region method, focusing on establishing simple rules for updating the trust-region radius and solving the trust-region subproblem approximately. It introduces the truncated conjugate gradients method as a modification of CG, ensuring at least as good performance as Cauchy steps and achieving local quadratic convergence like Newton.