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Unformatted text preview: Homework 9 Foundations of Computational Math 1 Fall 2010 There will be no specific program assigned for optimization. As mentioned in class, it is a good idea to implement the basic methods explore their behavior and compare it to the results of the convergence analysis in the notes, homework and textbook. For systems and optimization, Newtons method is recommended for consideration. This can be used with step k = 1 as in the exercise on Newtons method for scalar optimization below or with a simple line search as mentioned in the notes. For unconstrained optimization, the BFGS method is the standard Quasi-Newton method although care must to avoid directions of negative curvature and to select k . However, some simple experiments can give you the flavor of its performance and problems. Important theoretical and practical details on Newton, Quasi-Newton and other methods for unconstrained optimization are discussed in the numerical optimization courses....
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This note was uploaded on 07/25/2011 for the course MAD 5403 taught by Professor Gallivan during the Spring '11 term at University of Florida.
- Spring '11