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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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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
 Dr.Robin

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