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6 changes: 1 addition & 5 deletions Intro.md
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## Overview of optimization algorithms

The optimization algorithms are *iterative*, which means they start from an initial point $x_0\in\mathbb{R}^n$ and then generate a sequence of points $x_k$, $k=1,2,\cdots$ that converge to the (possibly) optimal solution. To decide how to move from $x_k$ to $x_{k+1}$, the algorithms usually require the information of $f$ at earlier points.

### Two strategies: line search and trust region

Here we introduce two classical strategies for optimization algorithms: **line search** and **trust region**.
To decide how to move from $x_k$ to $x_{k+1}$, the algorithms usually require the information of $f$ at earlier points. Here we introduce two classical strategies for optimization algorithms: **line search** and **trust region**.

- **Line search**: the line search strategy selects a direction $p_k$ and then searches along this direction from the current point to minimize the objective function. The distance to move is determined by the following one-dimensional optimization problem

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# Before you start

This repository hosts the course material for Math 5650/6650: **Nonlinear Optimization**. The class will use the textbook written by Jorge Nocedal and Stephen Wright, *Numerical Optimization*, 2nd Edition.
This repository hosts the course material for Math 5650/6650: **Nonlinear Optimization** at [Auburn University](https://www.auburn.edu/cosam/departments/math/). The class will use the textbook written by Jorge Nocedal and Stephen Wright, *Numerical Optimization*, 2nd Edition.

This course involves both basic optimization theory and programming. The prerequisites for the theory part are

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