Lecture

The Hessian and Newton's method

In course

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Description

This lecture covers the concept of the Hessian, a linear operator, and its application in Newton's method for optimization. The Hessian is a symmetric linear map with real eigenvalues. Newton's method aims to solve equations of the form f(x) = 0 using iterative processes. The lecture also discusses Lipschitz continuity of Hessians and the local convergence rate of Newton's method.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_scwwo5t1

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Ontological neighbourhood

Mathematics

Analysis: Functional analysis, Calculus

Algebra: Linear algebra

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