Problem solving

5 novembro 2014, 09:30 • Joao Manuel de Freitas Xavier

Problems 5, 8 and 9 from the set of exercises.

Unconstrained optimization

3 novembro 2014, 15:30 • Joao Manuel de Freitas Xavier

We finished to analize the BFGS-algorithm: O(n^2) complexity per iteration and superlinear convergence near strong minimizers.

We started to examine constratined optimization with linear constraints.

Unconstrained optimization

29 outubro 2014, 15:30 • Joao Manuel de Freitas Xavier

We looked at the quasi-Newton BFGS algorithm. This method estimates the Newton direction at each iterate without computing the Hessian and without solving the Newton linear system.

Project supervision

29 outubro 2014, 14:00 • Joao Manuel de Freitas Xavier

The lecture was dedicated to the supervision of the projects.

Project supervision

29 outubro 2014, 09:30 • Joao Manuel de Freitas Xavier

The lecture was dedicated to the supervision of the projects.