Class 10, C&O 367
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Newton's method for minimization cont...
- quadratic model, descent direction property, examples, quadratic
convergence rate, using Cholesky
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Steepest Descent method for minimization
- derivation, directional derivative, Theorem 3.2.3 and proof (moving
in perpendicular directions), Theorems 3.2.4 and 3.2.5 and their
proofs.