Seminar 23/02 – Reading Group on Numerical Optimization – Session 4

For the weekly seminar of the STORM research group, Nadine Aburumman will give a presentation on Numerical Optimization Techniques.
As part of the reading group of the Numerical Optimization book, it is strongly advised to have completed the Chapter 3 in order to participate to this seminar.

This seminar will recall the unconstrained optimization methods. Then, we will focus on the line search strategies as one of two basic iterative approaches to find a local minimum x* of an objective function f : R^n to R. The line search approach first finds a descent direction along which the objective function f will be reduced and then computes a step size that determines how far x should move along that direction. The descent direction can be computed by various methods, such as gradient descent, Newton’s method and the Quasi-Newton method, which we will discuss during the presentation.