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May 18, 2019 13:00, Open lecture on mathematics, Tambov State Technical University (Tambov, audience 236 corps A).  


The method of least squares and numerical methods to find extremum

A. N. Pchelintsev
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A. N. Pchelintsev
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Abstract: The lecture provides an overview of numerical methods for solving extremal problems as applied to minimizing the sum of squares of the model residuals. An example is given of using the BFGS numerical method in the Maxima package for an approximate search its parameters. A small clarification: a misprint on the board - the iteration number should be indicated not by the letter n, but by some other, since n is involved for the number of components of the vector X.

Supplementary materials: prog_for_maxima.pdf (212.9 Kb)

References
  1. Goncharov V.A., Metody optimizatsii: ucheb. posobie dlya vuzov, Izdatelstvo Yurait; ID Yurait, M., 2014, 191 pp.
  2. Metod BFGS ili odin iz samykh effektivnykh metodov optimizatsii. Primer realizatsii na Python, Khabr, 2017 https://habr.com/ru/post/333356
 
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