One-Dimensional Search

Methods
Lectured by Ha Hoang Kha, Ph.D.
Ho Chi Minh City University of Technology
Email: hahoangkha@gmail.com

Content

One-direction search
Newtons method
Secant method
Linear search method

References
E. K. P. Chong and S. H. Zak, An Introduction to
Optimization, Jonh Wiley & Sons, 2001.

Newtons Method
By Taylors expansion

The first-order necessary condition for a minimizer

Example

Example Solution

Newtons Method (Cont.)

Newtons Method of Tangents

Solving equations with Newtons method
If we set
, then we obtain a formula for
iterative solution of the equation

Example

Newtons Method of Tangents: Fail

An initial approximation to the root is very important

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Secant Method
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

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Line Search Methods

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Homework: Problem 1

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