Lecture
Descent methods and line search: Golden section
Description
This lecture covers the main idea behind descent methods and line search, focusing on the generation of intervals, symmetric reduction, and the calculation of the golden section. The instructor explains the assumptions, unidimensional functions, and the process of generating the next interval using different cases. The lecture also delves into the symmetric reduction technique and the recycling of function evaluations. The calculation of the golden section parameter 'p' is detailed, emphasizing the iterative process and the mathematical operations involved.
In MOOCs (6)
Optimization: principles and algorithms - Linear optimization
Introduction to linear optimization, duality and the simplex algorithm.
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Optimization: principles and algorithms - Unconstrained nonlinear optimization
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Instructor
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Ontological neighbourhood
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