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Results tagged with optimization
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user 1862
This tag is intended for questions on methods for the (constrained or unconstrained) minimization or maximization of functions.
7
votes
1
answer
1k
views
Termination Criterion of Golden Section Search
Reading an implementation of the golden section search, I came across the following termination test:
$$| a - d | < \varepsilon ( |b| + |c| )$$
where $a < b < c < d$ are four points at which the fun …
9
votes
2
answers
1k
views
Initially Bracketing Minimum for Line Search
Leafing through a few textbooks, I've noticed that the problem of initially bracketing a minimum during a line search tends be an afterthought (at least in my undergraduate texts). Are there well-esta …
11
votes
1
answer
4k
views
Why are interior point methods difficult to warm start?
I often encounter the general adage that interior point methods are difficult to warm start. Is there an intuitive explanation behind this advice? Are there situations in which one can expect benefits …