533DAnimationPhysics-UBCComputerScience.pptVIP

cs542g-term1-2007 cs533d-winter-2005 Notes Extra class this Friday 1-2pm Assignment 2 is out Error in last lecture: quasi-Newton methods based on the secant condition: Really just Taylor series applied to the gradient function g: Nonlinear Least Squares One particular nonlinear problem of interest: Can we exploit the structure of this objective? Gradient: Hessian: Gauss-Newton Assuming g is close to linear, just keep the JTJ term Automatically positive (semi-)definite:in fact, modified Newton solve is now a linear least-squares problem! Convergence may not be quite as fast as Newton,