Lecture-3 - Lecture-3 Search Directions Homework Due 2.1...

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1 Lecture-3 Search Directions Homework Due 1/25/01 • 2.1, 2.2, 2.3, 2.8, 2.13, 2.14
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2 Rate of Convergence r superlinea 0, and 1, quadratic 2, linear 1, . constant error asymptotic with order of p to converge to said is seq then the | | | | | | | | that and to converges that sequence a is } { Suppose : Definition 1 1 0 lim lim = = = = = = - - - = + + = l a a a l a l a a n n n n n n n n n n e e p p p p p p e p p Example e. convergenc linear for the iterations 62 and e, convergenc quadratic for iterations 5 requires 10 exceeding not error then , 5 . e assume 75 . | | | | 8 0 1 lim - + = = a n n n e e
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3 Problem ) ( min x f x x x f x f x 2200 ) ( ) ( if minimizer global a is point A * * Ν 2200 Ν x x f x f x ) ( ) ( s.t. od neighborho a is there if minimizer local a is point A * * * * * , ) ( ) ( s.t. od neighborho a is there if minimzer local strict a is point A x x x x f x f x Ν 2200 < Ν 0 ) ( if point stationary a is point A * * = x f x Definitions point. saddle a called is it maxima, a nor minimum a neither is but , 0 ) ( if * * x x f =
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4 First Order necessary conditions . 0 ) ( then , of od neighborho open an in able differenti ly continuous is and minimizer local a is
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Lecture-3 - Lecture-3 Search Directions Homework Due 2.1...

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