Scribd Logo
Upload

Welcome to Scribd!

  • OP03b-Graident Methods PDF

    Uploaded by

    tranhieu_hcmut
    20 views22 pages
    The document discusses gradient methods for optimization. It covers the gradient method and steepest descent method. It provides references on optimization and discusses concepts like gradients, Hessians, Taylor series, and level sets. Examples are provided on using gradient descent to optimize quadratic functions. Homework is assigned to design a finite impulse response filter using gradient methods.

    Original Description:

    Original Title

    OP03b-Graident Methods.pdf

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document discusses gradient methods for optimization. It covers the gradient method and steepest descent method. It provides references on optimization and discusses concepts like gradients, Hessians, Taylor series, and level sets. Examples are provided on using gradient descent to optimize quadratic functions. Homework is assigned to design a finite impulse response filter using gradient methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    20 views22 pages

    OP03b-Graident Methods PDF

    Uploaded by

    tranhieu_hcmut
    The document discusses gradient methods for optimization. It covers the gradient method and steepest descent method. It provides references on optimization and discusses concepts like gradients, Hessians, Taylor series, and level sets. Examples are provided on using gradient descent to optimize quadratic functions. Homework is assigned to design a finite impulse response filter using gradient methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 22

    Gradient Methods

    Lectured by Ha Hoang Kha, Ph.D.


    Ho Chi Minh City University of Technology
    Email: hahoangkha@gmail.com

    Content
    Gradient method
    The Steepest descent method

    References
    E. K. P. Chong and S. H. Zak, An Introduction to
    Optimization, Jonh Wiley & Sons, 2001.

    Gradient and Hessian

    Taylor Series

    Level set

    Gradient Method

    Gradient Method

    Gradient Descent Method (Gradient Method)

    Gradient methods are simple to implement and often


    perform well they are widely used in practical
    applications.
    9

    Steepest Descent

    10

    Steepest Descent

    11

    Stopping criterion

    12

    Example

    13

    Example

    14

    Example

    15

    Quadratic Function Optimization


    Quadratic function

    16

    Quadratic Function Optimization

    17

    Homework: FIR Filter Design

    18

    Homework: FIR Filter Design

    19

    Homework: FIR Filter Design


    Design a FIR filter of order N=160

    20

    Homework: FIR Filter Design

    21

    Homework

    22

    You might also like