Cheg 258 - Lecture Notes - Mar. 22, 2000

Announcements

Class notes

The main points of the lecture were

• Multi-dimensional optimization

Goals:

• Set up and solve a multidimensional optimization problem.

Reading

• The class notes and Chapter 9 of Kahaner and chapter 8 of Hanna.

Question of the Day:

• Under what conditions does the method of steepest descent behave poorly?
• When will the method of steepest descent give us a better search direction than Newton's method?

Matlab Example Codes

example 22