Tag
optimization
- How to Convert a Primal Linear Program to Its DualConvert a linear program to its dual by transposing the constraint matrix, reversing the objective direction, and matching row and variable signs.
- Maximize xy Subject to x² + xy + y² = 1For real x and y satisfying x² + xy + y² = 1, the maximum of xy is 1/3, attained when x and y are both 1/√3 or both −1/√3.
- How to Minimize a Sum-of-Squares Error FunctionMinimize a sum-of-squares error by setting its gradient to zero; for linear models, solve the least-squares equations and check uniqueness.
- What Is the Steepest Descent Method?The steepest descent method minimizes a differentiable function by moving opposite its gradient; learn how to choose a step size and avoid slow convergence.