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  2. Wolfe conditions - Wikipedia

    en.wikipedia.org/wiki/Wolfe_conditions

    Each step often involves approximately solving the subproblem (+) where is the current best guess, is a search direction, and is the step length. The inexact line searches provide an efficient way of computing an acceptable step length that reduces the objective function 'sufficiently', rather than minimizing the objective function over + exactly.

  3. Courant–Friedrichs–Lewy condition - Wikipedia

    en.wikipedia.org/wiki/Courant–Friedrichs–Lewy...

    The spatial coordinates and the time are discrete-valued independent variables, which are placed at regular distances called the interval length [3] and the time step, respectively. Using these names, the CFL condition relates the length of the time step to a function of the interval lengths of each spatial coordinate and of the maximum speed ...

  4. Linear programming - Wikipedia

    en.wikipedia.org/wiki/Linear_programming

    The simplex algorithm has been proved to solve "random" problems efficiently, i.e. in a cubic number of steps, [16] which is similar to its behavior on practical problems. [ 13 ] [ 17 ] However, the simplex algorithm has poor worst-case behavior: Klee and Minty constructed a family of linear programming problems for which the simplex method ...

  5. Betz's law - Wikipedia

    en.wikipedia.org/wiki/Betz's_law

    The Betz Limit is the maximum possible energy that can be extracted by an infinitely thin rotor from a fluid flowing at a certain speed. [5] In order to calculate the maximum theoretical efficiency of a thin rotor (of, for example, a wind turbine), one imagines it to be replaced by a disc that removes energy from the fluid passing through it ...

  6. Newton's method in optimization - Wikipedia

    en.wikipedia.org/wiki/Newton's_method_in...

    The geometric interpretation of Newton's method is that at each iteration, it amounts to the fitting of a parabola to the graph of () at the trial value , having the same slope and curvature as the graph at that point, and then proceeding to the maximum or minimum of that parabola (in higher dimensions, this may also be a saddle point), see below.

  7. Simpson's rule - Wikipedia

    en.wikipedia.org/wiki/Simpson's_rule

    The formula above is obtained by combining the composite Simpson's 1/3 rule with the one consisting of using Simpson's 3/8 rule in the extreme subintervals and Simpson's 1/3 rule in the remaining subintervals. The result is then obtained by taking the mean of the two formulas.

  8. Successive over-relaxation - Wikipedia

    en.wikipedia.org/wiki/Successive_over-relaxation

    To solve the equations, we choose a relaxation factor = and an initial guess vector = (,,,). According to the successive over-relaxation algorithm, the following table is obtained, representing an exemplary iteration with approximations, which ideally, but not necessarily, finds the exact solution, (3, −2, 2, 1) , in 38 steps.

  9. Multigrid method - Wikipedia

    en.wikipedia.org/wiki/Multigrid_method

    Originally described in Xu's Ph.D. thesis [9] and later published in Bramble-Pasciak-Xu, [10] the BPX-preconditioner is one of the two major multigrid approaches (the other is the classic multigrid algorithm such as V-cycle) for solving large-scale algebraic systems that arise from the discretization of models in science and engineering ...