Numerical Optimisation

25 min
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Numerical Optimisation

Gradient-based optimisation uses local derivative information; step size and curvature affect convergence. A stationary point found numerically must still be classified and checked against constraints. The distinction between a formal hypothesis and an intuitive picture is made explicit so that calculations can be justified, not merely patterned.

Worked reasoning

  1. f(x)=2(x4)f'(x)=2(x-4), so f(0)=8f'(0)=-8.
  2. xnew=00.25(8)=2x_{new}=0-0.25(-8)=2.

For f(x)=(x4)2f(x)=(x-4)^2, one gradient-descent step from x=0x=0 with step size 0.250.25 gives what xx?

Which statement best captures the central mathematical idea in Numerical Optimisation?

When starting a problem about Numerical Optimisation, which move is most reliable?

Which statement is a misconception that must be rejected when working with Numerical Optimisation?