CGN 3421 - Computer Methods
Gurley
Numerical Methods Lecture 6 - Optimization
page 103 of 111
Numerical Methods Lecture 6 - Optimization
NOTE:
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 Search
Optimization -
motivation
What?
•
Locating where some function reaches a maximum or minimum
Find x where
or
Why?
•
For example:
A function represents the cost of a project
minimize the cost of the project
When?
•
When an exact solution is not available or a big pain
Example 1:
Given:
, Find x where y is minimum
analytical solution:
==>
Example 2:
Given:
, Find x where y is minimum
Depends on the range we’re interested in...
Having lots of local maxima and minima means having
lots of zero slope cases. An exact solution would be a
big pain...
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