Finance Notes_Part_18

Finance Notes_Part_18 - It is continuous dierentiable with...

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Example of ill poisedness Audet and Vicente (SIOPT 2008) Unconstrained optimization 51/109
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Example of ill poisedness Audet and Vicente (SIOPT 2008) Unconstrained optimization 51/109
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Example of ill poisedness Audet and Vicente (SIOPT 2008) Unconstrained optimization 51/109
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Example of ill poisedness Audet and Vicente (SIOPT 2008) Unconstrained optimization 51/109
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Fully-linear models Given a point x and a trust-region radius Δ , a model m ( y ) around x is called fully linear if
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Unformatted text preview: It is continuous dierentiable with Lipschitz continuous rst derivatives. The following error bounds hold: k f ( y )- m ( y ) k eg y B ( x ; ) and | f ( y )-m ( y ) | ef 2 y B ( x ; ) . For a class of fully-linear models , the (unknown) constants ef , eg > must be independent of x and . Audet and Vicente (SIOPT 2008) Unconstrained optimization 52/109...
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This document was uploaded on 10/30/2011 for the course FIN 3403 at University of Florida.

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Finance Notes_Part_18 - It is continuous dierentiable with...

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