ECE 595ML Lecture 4.1: Introduction to Optimization - Unconstrained Optimization

By Stanley H. Chan

Electrical and Computer Engineering, Purdue University, West Lafayette, IN

View Presentation

Category

Online Presentations

Published on

Abstract

Outline:

  • Unconstrained Optimization
    • First Order Optimality
    • Second Order Optimazation

References

Reading list:

  • Nocedal-Wright, Numerical Optimization. (Chapter 2.1)
  • Boyd-Vandenberghe, Convex Optimization. (Chapter 9.1)

Cite this work

Researchers should cite this work as follows:

  • Stanley H. Chan (2020), "ECE 595ML Lecture 4.1: Introduction to Optimization - Unconstrained Optimization," https://nanohub.org/resources/32212.

    BibTex | EndNote

Time

Location

WTHR 200, Purdue University, West Lafayette, IN

ECE 595ML Lecture 4.1: Introduction to Optimization - Unconstrained Optimization
  • Lecture 4.1: Intro to Optimization - Unconstrained Optimization 1. Lecture 4.1: Intro to Optimiza… 0
    00:00/00:00
  • Outline 2. Outline 68.368368368368365
    00:00/00:00
  • Outline 3. Outline 264.36436436436435
    00:00/00:00
  • Unconstrained Optimization 4. Unconstrained Optimization 283.91725058391728
    00:00/00:00
  • Uniqueness of Global Minimizer 5. Uniqueness of Global Minimizer 394.3943943943944
    00:00/00:00
  • First and Second Order Optimality 6. First and Second Order Optimal… 542.0086753420087
    00:00/00:00
  • Why? First Order 7. Why? First Order 810.31031031031034
    00:00/00:00
  • First Order Condition Illustrated 8. First Order Condition Illustra… 850.216883550217
    00:00/00:00
  • Why? Second Order 9. Why? Second Order 1102.4024024024025
    00:00/00:00
  • Second Order Condition Illustrated 10. Second Order Condition Illustr… 1223.4234234234234
    00:00/00:00
Pop Out