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This part follows closely Kelley 's Iterative Method for Optimization Kelley (1999).
We start here with a series of definitions:
- 1.
is positive definite if
for all ![$\bold{x}\in\Re^N$](img3.gif)
- 2.
is spd if
is positive definite and symmetric
- 3.
(
) is a global minimizer if
for all ![$\bold{x} \in U$](img7.gif)
The Euclidian norm is also defined as
![\begin{displaymath}
\parallel \bold{x} \parallel = \sqrt{\sum_{i=1}^{N} (x_i)^2}.\end{displaymath}](img8.gif)
Now, I give sufficient conditions that a minimizer
exists for a function f.
Next: Theorem
Up: Guitton: Huber solver
Previous: Introduction
Stanford Exploration Project
4/27/2000