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Review of gradient, directional derivative, hessian, Taylor's series. How do we know we've arrived at a minimum (optimality ... We're going to see the basic algorithm, see some common pitfalls, and then upgrade it using a method called Bierlaire (2015) Optimization: principles and algorithms, EPFL Press. Section 11.3 (Theorem 11.9) Bierlaire (2015) Optimization: principles and algorithms, EPFL Press. Section 11.5. It's Aro rule first so remember that all of these things have to do with

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Unconstrained Univariate Optimization Line Search Part 1
Understanding scipy.minimize part 2: Line search
Intro to Gradient Descent || Optimizing High-Dimensional Equations
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Backtracking Line Search in Gradient Descent
Descent methods and line search: validity of the Wolfe conditions
Descent methods with line search: Newton method with line search
Applied Numerical Algorithms, fall 2023 (lecture 13): Gradient descent, line search

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Last Updated: June 13, 2026

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Line Search 1

Review of gradient, directional derivative, hessian, Taylor's series. How do we know we've arrived at a minimum...