Week 8 - Search / Unconstrained Optimisation

Notes from class review

All of these methods can use a range of line minimization methods. Brent's method is a careful way to say try parabolic interpolation (as it's useful near the minimum). By using it you minimise the function evaluations in Powell's method in comparison to Nelder Mead, although it's more complex in terms of the code. To read - Why Momentum Works,