Lecture

TR global convergence (end) + CG

In course

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Description

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.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_efpprrg4

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Ontological neighbourhood

Mathematics

Analysis: Numerical analysis

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