ylfink@water.UUCP (ylfink) (10/28/86)
DEPARTMENT OF COMPUTER SCIENCE
UNIVERSITY OF WATERLOO
SEMINAR ACTIVITIES
NON-LINEAR OPTIMIZATION SEMINAR
(Joint with C&O)
- Friday, October 31, 1986.
Dr. Aharon Ben-Tal of the Israel Institute of Technol-
ogy will speak on ``The Second Order Steepest Descent
Method''.
TIME: 3:30 PM
ROOM: MC 3003
ABSTRACT
A new algorithm for unconstrained minimization is
introduced. Unlike classical methods, which improve a
current solution by moving along a straight line, the
new method improves the solution by moving along a qua-
dratic curve in R superscript n. The specific curve is
determined by minimizing an appropriate approximate
model of the objective function. The algorithm thus
obtained SOSD is a natural second order extension of
the steepest descent method, and has superior conver-
gence properties compared to the Newton method.