Lecture Notes
lec33.pdf
Description:
This resource provides information about a MATLAB m-file that contains a function that implements a particularly simple form of a quasi-Newton minimization routine employing finite difference estimates of the Hessian, a Levenberg-Marquardt type of modification to ensure that each search direction is a descent direction, and a secant method for the line search.
Resource Type:
Lecture Notes
pdf
28 kB
lec33.pdf
Course Info
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Fall
2005
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Learning Resource Types
grading
Exams with Solutions
assignment_turned_in
Problem Sets with Solutions
