Brent's Minimization Method
9:01
YouTubeOscar Veliz
Brent's Minimization Method
Hybrid minimization algorithm combining Golden-section Search and Successive Parabolic Interpolation (Jarratt's Method) that is guaranteed to locate minima with superlinear convergence order. Example code https://github.com/osveliz/numerical-veliz Chapters: 0:00 Intro 0:16 Scaffolding 0:31 Motivation 1:17 Parabolic Interpolation Review 1:48 ...
10.7K viewsNov 5, 2020
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