Presented by: 
Prof. Bean San Goh, Curtin University Sarawak Malaysia
Date: 
Thu 14 Feb, 2:00 pm - 3:00 pm
Venue: 
67-442

Title: 'Numerical Method in Optimization as a Multi-stage Decision Control System'

Abstract: Optimization methods are important in the natural resource management. Numerical methods to solve optimization problems are none other than multi-stage decision control systems. Furthermore, it is intrinsically a two phase system. When the local search region does not contain the minimum point, ideally iterations should be defined so that the next point is on the boundary of the local search region. They are then approximated. Currently, most numerical methods tend to use quadratic models to construct iterations with assumptions some of which are analyzed here. In phase II, the local search region contains the minimum point. Then, the Newton method or equivalent should be used and fast convergence is achieved. We shall apply this new approach to develop new numerical methods for nonlinear least squares problems with large residues. This is useful for computing parameters of functions to fit data.

 

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