p103_7P151-4

# p103_7P151-4 - EE103 Spring 2010 Lecture Notes(SEJ Section...

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EE103 Spring 2010 Lecture Notes (SEJ) Section 7 151 Summary of Optimization Methods Steepest Descent Algorithm (general idea) Select an initial vector n x R DoWhile (some appropriate stopping condition has not occurred) Compute ( ) g x and the gradient vector ( ) g x If ( ) 0 g x ( ) T d g x   else return; end Select such that ( ) ( ) g x d g x (this step not explained in this pseudo-code) x x d End DoWhile Newton Optimization Algorithm (general idea) Select an initial vector n x R DoWhile (some appropriate stopping condition has not occurred) Compute ( ) , ( ) , ( ) g g x g x H x If ( ) 0 g x return; end If ( ) g H x is PD 1 ( ) T g d H g x   (not to be computed by computing the inverse) Select such that ( ) ( ) g x d g x ( not explained in this pseudo-code) x x d else (a heuristic if not PD) ( ) T d g x   Select such that ( ) ( ) g x d g x (not explained in this pseudo-code) x x d end End DoWhile Note: In order to determine if g H

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