Lecture 8

Question 1

What is a unimodal function?

Answer 1

Question 2

What is the main idea behind Golden Section search?

Answer 2

Question 3

What is the golden section search algorithm?

Answer 3

Question 4

What is Newtons method (optimization)? What is its convergence rate?

Answer 4

Question 5

What is the main idea behind Successive Parabolic Interpolation (optimization)? What is its rate of convergence?

Answer 5

Question 6

How does the steepest decent algorithm work?

Answer 6

Question 7

What is Newtons (multivariate) optimization method?

Answer 7

Question 8

What is the algorithm of Newtons (multivariate) optimization method?

Answer 8

Question 9

What is the BFGS algorithm?

Answer 9

Question 10

How does BFGS compare to Newton?

Answer 10

Question 11

For a (equality) constraint optimization problem, which formula needs to hold?

Answer 11

Question 12

What is the is the Lagrangian function? What is its gradient? What is its Hessian?

Answer 12

Question 13

What is the idea of the Lagrangian?

Answer 13

Question 14

How can the Hessian help describe the type of critical point?

Answer 14

Question 15

What is the idea of non-linear Least Squares?

Answer 15

Question 16

What is the Gauss-Newton method?

Answer 16