Lecture

Descent Methods and Newton Method with Line Search

Description

This lecture covers the comparison between descent methods and Newton's method, including modifications for positive definite cases, line search algorithm application, and iterations analysis showing convergence towards the minimum point.

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.
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