Class 11, C&O 367
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Steepest Descent cont....
- Theorem 3.2.3 and proof (moving
in perpendicular directions), Theorems 3.2.4 and 3.2.5 and their
proofs.
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Beyond Steepest Descent ....
- combine good properties of steepest descent and Newton's method
- Wolfe line search (with backtracking)
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Least Squares
- best least squares solutions