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Numerical Optimization: Difference between revisions
→Algorithms
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Basic idea:<br> | Basic idea:<br> | ||
* Find a conjugate direction <math>p_k</math> | * Find a conjugate direction <math>p_k</math> | ||
* Take the step size <math>\alpha_k</math> which minimizes along <math>\phi(x)< | * Take the step size <math>\alpha_k</math> which minimizes along <math>\phi(x)</math> | ||
==Resources== | ==Resources== | ||
* [https://link.springer.com/book/10.1007%2F978-0-387-40065-5 Numerical Optimization by Nocedal and Wright (2006)] | * [https://link.springer.com/book/10.1007%2F978-0-387-40065-5 Numerical Optimization by Nocedal and Wright (2006)] | ||