Unformatted text preview: • If the function is not diFerentiable, use NelderMeade. • If 2nd derivatives (Hessians) are cheaply available and there is enough storage for them, use Newton. • Otherwise, use quasiNewton (with a ±nitediFerence 1st derivative if necessary). 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 approximations of them) as well as storage and solution of a linear system with a matrix of size 2000 × 2000....
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 Fall '11
 Dr.Robin
 Numerical Analysis, Derivative, Optimization, finite difference approximation, hV, small positive parameter

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