Newton's method | Wolfe Condition | Theory and Python Code | Optimization Algorithms #3
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2 سال پیش
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In this one, I will
In this one, I will show you what the (damped) newton algorithm is and how to use it with the Wolfe condition for backtracking. We will approach both methods from intuitive and animated perspectives. Next, let’s talk about the line search we are going to use in this tutorial, which is based on Wolfe criterion. This is achieved by the Wolfe condition, which sufficiently decreases our function ! The Wolfe condition combines both the Armijo condition as well as an additional curvature condition to formulate the strong Wolfe condition. The curvature condition ensures a sufficient increase of the gradient. This is also a strong wolfe condition, which restricts slopes from getting too positive, hence excluding points far away from stationary points.
⏲Outline⏲
00:00 Introduction
00:57 (Damped) Newton Method
03:27 Wolfe Criterion
04:44 Python Implementation
17:55 Animation Module
32:42 Animating Iterations
35:57 Outro
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#python #optimization #algorithm
⏲Outline⏲
00:00 Introduction
00:57 (Damped) Newton Method
03:27 Wolfe Criterion
04:44 Python Implementation
17:55 Animation Module
32:42 Animating Iterations
35:57 Outro
📚Related Courses:
- 📚 Convex Optimization Extended Course Convex Optimization
- 📚 Python Programming Extended Course Python Programming
- 📚 Convex Optimization Applications Extended Course The Transshipment Problem in Decision...
- 📚 Linear Algebra Extended Course Linear Algebra
- 📚 Python projects course Python
🔴 Subscribe for more videos on CUDA programming
👍 Smash that like button, in case you find this tutorial useful.
👁🗨 Speak up and comment, I am all ears.
💰 If you are able to, donate to help the channel
Patreon - Patreon: ahmadbazzi
BTC wallet - 3KnwXkMZB4v5iMWjhf1c9B9LMTKeUQ5viP
ETH wallet - 0x44F561fE3830321833dFC93FC1B29916005bC23f
DOGE wallet - DEvDM7Pgxg6PaStTtueuzNSfpw556vXSEW
API3 wallet - 0xe447602C3073b77550C65D2372386809ff19515b
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#python #optimization #algorithm
2 سال پیش
در تاریخ 1401/08/18 منتشر شده
است.
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