Harvard AM205 video 4.8 - Steepest descent and Newton methods for optimization
Channel: Chris Rycroft
Date: 2020-12-06

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. This video introduces the steepest descent method and Newton method for optimization. These two methods have different characteristics, and some Python examples are present to compare and contrast these methods.

For more information see the main course website at
https://people.math.wisc.edu/~chr/am205

The h_ctr.dat and h_ctr_zoom.dat data files for drawing the contours of the Himmelblau function are available here:
https://people.math.wisc.edu/~chr/am205/extra/h_ctr.dat
https://people.math.wisc.edu/~chr/am205/extra/h_ctr_zoom.dat