Lecture

Descent methods and line search: Preconditioned steepest descent

Description

This lecture covers the concept of preconditioning in optimization problems, introducing a change of variables to simplify the problem. It explains the symmetric positive definite matrix Hk, the steepest descent iteration, and the descent direction in the context of preconditioned steepest descent methods.

In MOOCs (6)

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_qpl8wolm

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

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