Newton's Method for optimization

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Material is based on the book Convex Optimization by Stephen Boyd and Lieven Vandenberghe, Chapter 9 Unconstrained minimization.
  1. OptiML PSE
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Комментарии
Автор

I had my "aha moment" here when you multiplied the grad by the delta to calculate the directional derivative and then the resulting term resembled the second term of the multi-variate Taylor series. Thank you very much.

medad
Автор

Well visualized coherent presentation of a seemingly easy but really difficult topic for intuitive comprehension.

XTSK
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Thanks for the video! You mention around 5:27 that: 'our hessian will be positive definite whenever our problem is convex'. Why is this the case?

matthewjames