Lecture

Newton's Method: Solving Optimality Conditions

Description

This lecture introduces Newton's method for solving necessary optimality conditions in optimization problems. It explains how the method uses gradients and Jacobians to iteratively converge towards stationary points, illustrating its application with numerical examples. The lecture also discusses the limitations of Newton's method, such as convergence issues and the presence of saddle points, and proposes adaptations for global convergence.

In MOOCs (6)

Instructor

esse proident est enim

Nulla incididunt nostrud ex veniam consectetur labore commodo sint ullamco. Duis in labore reprehenderit ipsum nulla aute elit consequat tempor incididunt anim nulla. Duis nulla sit culpa velit ea. Aliquip occaecat enim irure labore occaecat ad reprehenderit quis in veniam elit ut.

Official source

https://mediaspace.epfl.ch/media/0_ueg73b9p

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Related lectures (36)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.