Solvig Unconstrained Nonlinear Optimization with Newton's Method
Xinyu Chen
0:00 / 0:00
Solvig Unconstrained Nonlinear Optimization with Newton's Method
263 просмотра · 3 недели назад
Xinyu Chen
146 подписчиков
263 просмотра · 3 недели назад
In this video, we explore Newton's Method from first principles — starting with simple geometric intuition and building up to solving challenging 2D nonlinear optimization problems using the Hessian matrix.
Topics covered:
• Geometric intuition behind Newton's root-finding update rule
• How optimization reduces to a root-finding problem
• Newton's Method for 1D nonconvex functions
• Extending Newton's Method to 2D using the Hessian matrix
• Solving the famous Rosenbrock function in just 2–4 iterations!
📧 Contact: chenxy346@gmail.com
🌐 Homepage: https://xinychen.github.io
#calculus #optimization #newton #maths #statistics #machinelearning #linearalgebra