This preview shows page 1. Sign up to view the full content.
Unformatted text preview: If the function is not diFerentiable, use Nelder-Meade. If 2nd derivatives (Hessians) are cheaply available and there is enough storage for them, use Newton. Otherwise, use quasi-Newton (with a nite-diFerence 1st derivative if neces-sary). CHALLENGE 9.11. Newton: often converges with a quadratic rate when started close enough to a solution, but requires both rst and second derivatives (or good approxima-tions of them) as well as storage and solution of a linear system with a matrix of size 2000 2000....
View Full Document
This note was uploaded on 01/21/2012 for the course MAP 3302 taught by Professor Dr.robin during the Fall '11 term at University of Florida.
- Fall '11