Tagged Questions

1
vote
0answers
297 views

looking for “nice” example of steepest descent method

I am trying to find positive integers $a, b, c, d$ such that if you define $f(x_1,x_2)=ax_1^2+bx_2^2$ and try to minimize $f$ using the Steepest Descent Method starting at $\mathbf{x}^{(0)}=[c\ d]^T$, ...
3
votes
2answers
393 views

Grad degree that mainly deals with probability/game theory/optimization?

I'm currently working but am going to take classes as a non-degree student to beef up the math part of my background. I've only taken calc 1-3, ODEs, linear algebra, logic, and decision theory so my ...