Lectured by Ha Hoang Kha, Ph.D.

Ho Chi Minh City University of Technology

Email: hahoangkha@gmail.com
One-Dimensional Search
Methods
One-direction search
Newtons method
Secant method
Linear search method
Content
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References
E. K. P. Chong and S. H. Zak, An Introduction to
Optimization, Jonh Wiley & Sons, 2001.
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Newtons Method
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By Taylors expansion


The first-order necessary condition for a minimizer




Example
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Example Solution
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Newtons Method (Cont.)
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Newtons Method of Tangents
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Solving equations with Newtons method
If we set , then we obtain a formula for
iterative solution of the equation






Example
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Newtons Method of Tangents: Fail
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An initial approximation to the root is very important





Secant Method
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Approximate 2nd-order derivative of f(x) by





Note that the secant method require two initial points

The secant method does not directly involve values of





Line Search Methods
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Homework: Problem 1
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