Three Basic Optimization Algorithms
This chapter has a different focus from that of the rest of the book. While all the other chapters deal with the theory of optimization, this chapter deals with numerical algorithms for finding solutions of optimization problems. Although, for space reasons, we cannot go into this vast, central aspect of optimization in great depth, it is important to give an introduction to it, and to show how numerical methods and the theory of optimization fit together.
KeywordsConvergence Rate Descent Direction Quadratic Convergence Basic Optimization Algorithm Convex Quadratic Function
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