CGN 3421 - Computer Methods GurleyNumerical Methods Lecture 6 - Optimizationpage 103 of 111Numerical Methods Lecture 6 - OptimizationNOTE: The unit on differential equations will not be available online. We will use notes on the board only.Topics: numerical optimization- Newton again- Random search- Golden Section SearchOptimization - motivationWhat?•Locating where some function reaches a maximum or minimumFind x where or Why?•For example: A function represents the cost of a projectminimize the cost of the projectWhen?•When an exact solution is not available or a big painExample 1:Given: , Find x where y is minimumanalytical solution: ==> Example 2: Given: , Find x where y is minimumDepends on the range we’re interested in... Having lots of local maxima and minima means havinglots of zero slope cases. An exact solution would be abig pain...! "( )#$"!! "( )#%&!’"#"$%()&’!(’("-----(&"$%())!!"$!’"( )*+,()$(-""()"%*+,%./0!
has intentionally blurred sections.
Sign up to view the full version.