Optimization Methods - Demos

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Gradient Descent Method

Algorithm: x_k+1 = x_k − α ∇f(x_k)

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Numerical Result

Gradient Descent Method Numerical Result

Newton's Method

Algorithm: x<sub>k+1</sub> = x<sub>k</sub> − [∇²f(x<sub>k</sub>)]<sup>−1</sup> ∇f(x<sub>k</sub>)

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Numerical Result

Newton's Method Numerical Result