Descent methods and line search: preconditioned steepest descent

[@__amkhrjee__]

Extremely well made video! It'd be nice if you make a tutorial on how to make those nice plots.

[@avk8477]

Extremely concise and lucid explanation. Thank you Prof. Michel.

[@tanweermahdihasan4119]

Lovely explanation! Please continue teaching, your style of coaching is commendable.

[@sephgeodynamics9246]

Thank you :)

[@Makstuff]

What I'm confused about: At 1:41 you say we follow the direction _until the function starts increasing again_, but looking at the table at 3:35 I see a constant value alpha=0.2. Which I'd interpret considering the bottom formula at 8:17 as that you don't follow the direction *until the function starts increasing again*, but rather follow it a fixed ratio of 0.2 times the gradient length?

[@MichelBierlaire]

In this example, it just happens that the step to perform to reach the minimum is always the same.

[@castellsmatrix2078]

which software do you use?

[@MichelBierlaire]

To do what?

[@edmondluzazul7484]

@@MichelBierlaire hi, which software did you used in 02:58 ?

[@castellsmatrix2078]

@@MichelBierlaire to do what 02:58 shows? thanks for ur answer

[@MichelBierlaire]

I use pgfplots. pgfplots.sourceforge.net/gallery.html

[@castellsmatrix2078]

@@MichelBierlaire thanks

[@zhengyangli8474]

Really nice explanation! For the preconditioning, is there any method to determine matrix H?

[@MichelBierlaire]

You can find various review papers in the literature. doi.org/10.1017/S0962492915000021 doi.org/10.1006/jcph.2002.7176

[@zhengyangli8474]

@@MichelBierlaire Thank you, Prof. Michel.

[@miqomargaryan15]

kroasan