Class 3



  1. Trust Region Methods
    1. basic outline,
    2. Trust Region Subproblem
      1. secular equation, optimality conditions, scaling, Cauchy point
  2. Conjugate Direction Methods
    1. Solving Ax=b for A pos. def. Expanding subspace theorem
    2. Conjugate Gradient Methods
      1. Solving Ax=b for A pos. def. Practical form. Rates of convergence (clustering eigenvalues). Preconditioning.
  3. Gauss-Newton method for nonlinear least squares: properties of GN direction, convergence rate