Sumários
Numerical algorithms
27 outubro 2014, 15:30 • Joao Manuel de Freitas Xavier
The Newton algorithm: two derivations. Quadratic convergence near minimizers.
Numerical algorithms
22 outubro 2014, 15:30 • Joao Manuel de Freitas Xavier
Properties of the gradient algorithm. The dependence on the condition number of the problem. Some numerical examples.
Problem solving
22 outubro 2014, 14:00 • Joao Manuel de Freitas Xavier
Problems on convex functions from the textbook.
Problem solving
22 outubro 2014, 09:30 • Joao Manuel de Freitas Xavier
Problems on convex functions from the textbook.
Numerical algorithms
20 outubro 2014, 15:30 • Joao Manuel de Freitas Xavier
Overview of line-search algorithms. The concept of a descent direction. The gradient algorithm.