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| Name | Lecture 12 Sequential subspace optimization (SESOP) method and Quasi-Newton BFGS |
| Video Uploader | Video From הטכניון - מכון טכנולוגי לישראל |
| Upload Date | This Video Uploaded At 07-02-2012 15:27:04 |
| Video Discription | Lecture course 236330, Introduction to Optimization, by Michael Zibulevsky, Technion SESOP method 0:42 (slides 7:35) Fast optimization over subspace 7:37 (slides 15:36) Quasi-Newton methods 15:37 (slides 22:42) How to approximate Hessian 22:43 (slide 32:24 ) Approximation of inverse Hessian, Sherman-Morrison formula 32:25 (slide 37:43) Broyden family Quasi-Newton methods, DFP, BFGS 37:44 (slides 41:06, 44:10, 47:01 ) Initialization and convergence properties 47:02 (slide 53:26 ) |
| Category | Science & Technology |
| Tags | Introduction to Optimization | Optimization | Michael Zibulevsky | 236330 | cs |
