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This part follows closely Kelley 's Iterative Method for Optimization Kelley (1999).
We start here with a series of definitions:
- 1.
- is positive definite if for all
- 2.
- is spd if is positive definite and symmetric
- 3.
- () is a global minimizer if
for all
The Euclidian norm is also defined as
Now, I give sufficient conditions that a minimizer exists for a function f.
Next: Theorem
Up: Guitton: Huber solver
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Stanford Exploration Project
4/27/2000