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17讲:牛顿的方法(续)

Lecture 17: Newton's Method (Cont.)
课程网址: http://videolectures.net/stanfordee364aw08_boyd_lec17/  
主讲教师: Stephen P. Boyd
开课单位: 斯坦福大学
开课时间: 2010-08-17
课程语种: 英语
中文简介:
今天,我们将完成牛顿的方法,但可能不会占用很多时间。但接下来,我们将继续讨论最后一个绝对主题,即不平等约束问题的内点方法。因此,我们正在研究牛顿方法,以解决以下问题。您希望最小化x的f,这是平滑的,以x=b为准。因此,我们假设x=b是可行的。我的意思是,否则,问题是,整个问题是不可行的,我们有一个起点x,满足x,0=b,所以我们假设我们有一个可行的点。…
课程简介: Well today, we’ll finish up Newton’s method, probably won’t take up much of the day though. But – then, we’ll move on to our absolute last topic, which is Interior Point Methods for Inequality Constraint Problems. So we’re studying methods, Newton’s method, for solving the following problem. You want to minimize f of x, which is smooth, subject to a x = b. So we’re assuming here that a x = b is feasible. I mean, otherwise, the problem is, the whole problem is infeasible; and that we have a starting point x zero that satisfies a x zero = b. So we assume we have a feasible point. ... 
关 键 词: 数学; 优化; 研究方法
课程来源: 视频讲座网
最后编审: 2021-12-23:liyy
阅读次数: 52