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Line-Search addenda.
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Constrained Optimization
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The H-norm
Contents
Annexes
The material of this chapter is based on the following references: [
Fle87
,
DS96
,
CGT00a
,
PTVF99
,
GVL96
].
Subsections
Line-Search addenda.
Speed of convergence of Newton's method.
Note
How to improve Newton's method : Zoutendijk Theorem.
Angle test.
The ``steepest descent'' trick.
Gram-Schmidt orthogonalization procedure.
Algorithm 1.
Algorithm 2.
Notions of constrained optimization
The secant equation
1D Newton's search
Newton's method for non-linear equations
Cholesky decomposition.
Performing
decomposition.
Performing Cholesky decomposition.
QR factorization
A simple direct optimizer: the Rosenbrock optimizer
Frank Vanden Berghen 2004-04-19
decomposition.