Optimization algorithms and methods

Quasi-Newton method

Quasi-Newton methods are methods used to either find zeroes or local maxima and minima of functions, as an alternative to Newton's method. They can be used if the Jacobian or Hessian is unavailable or is too expensive to compute at every iteration. The "full" Newton's method requires the Jacobian in order to search for zeros, or the Hessian for finding extrema. (Wikipedia).

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Harvard AM205 video 4.9 - Quasi-Newton methods

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. The previous video in this series discussed using the Newton method to find local minima of a function; while this method can be highly efficient, it requires the exact Hessian of the functio

From playlist Optimizers in Machine Learning

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How To Use Newton's Method

Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys How To Use Newton's Method from Calculus. An easy example using the formula.

From playlist Calculus

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Newton's Method

This video explains Newton's Method and provides an example. It also shows how to use the table feature of the graphing calculator to perform the calculations needed for Newton's Method. http://mathispower4u.wordpress.com/

From playlist Newton’s Method and L’Hopital’s Rule

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[Calculus] Newton's Method || Lecture 36

Visit my website: http://bit.ly/1zBPlvm Subscribe on YouTube: http://bit.ly/1vWiRxW Hello, welcome to TheTrevTutor. I'm here to help you learn your college courses in an easy, efficient manner. If you like what you see, feel free to subscribe and follow me for updates. If you have any que

From playlist Calculus 1

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Newton's Method 1

Calculus: Newton's Method uses tangent lines to approximate the zeros of a function. We estimate sqrt(3), derive the method, and note some issues with its application.

From playlist Calculus Pt 1: Limits and Derivatives

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Ex: Newton's Method to Approximate Zeros -- 2 Iterations

This video provides an example of how to approximate zeros or roots of a polynomial equation using Newton's Method. Two iterations are provided. Site: http://mathispower4u.com

From playlist Newton’s Method and L’Hopital’s Rule

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Newton's Method for Systems of Nonlinear Equations

Generalized Newton's method for systems of nonlinear equations. Lesson goes over numerically solving multivariable nonlinear equations step-by-step with visual examples and explanation of the Jacobian, the backslash operator, and the inverse Jacobian. Example code in MATLAB / GNU Octave on

From playlist Newton's Method

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Newton's Method | Lecture 14 | Numerical Methods for Engineers

Derivation of Newton's method for root finding. Join me on Coursera: https://www.coursera.org/learn/numerical-methods-engineers Lecture notes at http://www.math.ust.hk/~machas/numerical-methods-for-engineers.pdf Subscribe to my channel: http://www.youtube.com/user/jchasnov?sub_confirmat

From playlist Numerical Methods for Engineers

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Jorge Nocedal: "Tutorial on Optimization Methods for Machine Learning, Pt. 2"

Graduate Summer School 2012: Deep Learning, Feature Learning "Tutorial on Optimization Methods for Machine Learning, Pt. 2" Jorge Nocedal, Northwestern University Institute for Pure and Applied Mathematics, UCLA July 19, 2012 For more information: https://www.ipam.ucla.edu/programs/summ

From playlist GSS2012: Deep Learning, Feature Learning

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8. Quasi-Newton-Raphson Methods

MIT 10.34 Numerical Methods Applied to Chemical Engineering, Fall 2015 View the complete course: http://ocw.mit.edu/10-34F15 Instructor: James Swan This lecture continued on the topic of solving nonlinear equations, introducing quasi Newton-Raphson method and Boyden's method. License: Cr

From playlist MIT 10.34 Numerical Methods Applied to Chemical Engineering, Fall 2015

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Broyden's Method

Broyden's Method for solving systems of nonlinear equations. Lesson covers motivation, history, examples, discussion, and order of this Quasi-Newton Method. It also explains the "Good" and "Bad", as well as the third version of the method. Example code hosted on GitHub https://github.com/o

From playlist Solving Systems of Nonlinear Equations

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Jorge Nocedal: "Tutorial on Optimization Methods for Machine Learning, Pt. 1"

Graduate Summer School 2012: Deep Learning, Feature Learning "Tutorial on Optimization Methods for Machine Learning, Pt. 1" Jorge Nocedal, Northwestern University Institute for Pure and Applied Mathematics, UCLA July 19, 2012 For more information: https://www.ipam.ucla.edu/programs/summ

From playlist GSS2012: Deep Learning, Feature Learning

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Newton's Method: Perform One Iteration Using Desmos (y=(ln x)/x)

This video explains how to perform one iteration of Newton's method to approximate the zero or x-intercept of a rational function.

From playlist Newton’s Method and L’Hopital’s Rule

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Ana Caraiani - 3/3 Shimura Varieties and Modularity

We discuss vanishing theorems for the cohomology of Shimura varieties with torsion coefficients, under a genericity condition at an auxiliary prime. We describe two complementary approaches to these results, due to Caraiani-Scholze and Koshikawa, both of which rely on the geometry of the H

From playlist 2022 Summer School on the Langlands program

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Jorge Nocedal: "Tutorial on Optimization Methods for Machine Learning, Pt. 3"

Graduate Summer School 2012: Deep Learning, Feature Learning "Tutorial on Optimization Methods for Machine Learning, Pt. 3" Jorge Nocedal, Northwestern University Institute for Pure and Applied Mathematics, UCLA July 18, 2012 For more information: https://www.ipam.ucla.edu/programs/summ

From playlist GSS2012: Deep Learning, Feature Learning

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Mod-01 Lec-01 Introduction and Overview

Advanced Numerical Analysis by Prof. Sachin C. Patwardhan,Department of Chemical Engineering,IIT Bombay.For more details on NPTEL visit http://nptel.ac.in

From playlist IIT Bombay: Advanced Numerical Analysis | CosmoLearning.org

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Kostiantyn Drach: Box renormalization as a 'black box'

HYBRID EVENT Recorded during the meeting "Advancing Bridges in Complex Dynamics" the September 23, 2021 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Luca Récanzone Find this video and other talks given by worldwide mathematicians on CIRM's Audi

From playlist Dynamical Systems and Ordinary Differential Equations

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Newton's method for finding zeroes | Real numbers and limits Math Foundations 83 | N J Wildberger

Newton, the towering scientific figure of the 17th century, discovered a lovely method for finding approximate solutions to equations, involving iterated constructions of tangent lines and their intersections. We describe this method in general and then apply it to the simplest and most fa

From playlist Math Foundations

Related pages

Norm (mathematics) | NAG Numerical Library | Jacobian matrix and determinant | SciPy | GNU Scientific Library | Derivative | Gradient | Trust region | ALGLIB | GNU Octave | Newton's method in optimization | Secant method | Sherman–Morrison formula | Wolfe conditions | Stationary point | Broyden's method | Maxima and minima | System of linear equations | Function (mathematics) | Quadratic function | R (programming language) | Hessian matrix | Taylor series | Limited-memory BFGS | Inverse element | Newton's method | Optimization Toolbox | Underdetermined system