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From: ylfink@water.UUCP (ylfink)
Newsgroups: ont.events
Subject: UW Non-Linear Optimization Semi., Dr. Ben-Tal on "The Second Order Steepest      Descent Method".
Message-ID: <580@water.UUCP>
Date: Tue, 28-Oct-86 09:58:41 EST
Article-I.D.: water.580
Posted: Tue Oct 28 09:58:41 1986
Date-Received: Wed, 29-Oct-86 01:00:28 EST
Expires: Mon, 3-Nov-86 00:00:00 EST
Organization: U of Waterloo, Ontario
Lines: 30


DEPARTMENT OF COMPUTER SCIENCE
UNIVERSITY OF WATERLOO
SEMINAR ACTIVITIES

NON-LINEAR OPTIMIZATION SEMINAR
(Joint with C&O)

                    - Friday, October 31, 1986.

Dr.  Aharon Ben-Tal of the Israel Institute of Technol-
ogy  will  speak on ``The Second Order Steepest Descent
Method''.

TIME:                3:30 PM

ROOM:              MC 3003

ABSTRACT

A  new  algorithm  for  unconstrained  minimization  is
introduced.   Unlike classical methods, which improve a
current  solution  by moving along a straight line, the
new method improves the solution by moving along a qua-
dratic curve in R superscript n.  The specific curve is
determined  by  minimizing  an  appropriate approximate
model  of  the  objective function.  The algorithm thus
obtained   SOSD  is a natural second order extension of
the  steepest  descent method, and has superior conver-
gence properties compared to the Newton method.