H*M
发帖数: 1268 | 1 ask you to find x s.t. f(x) = 0
f is blackbox.
What will you do?
I will use something similar to binary search, but how to probe the range of
x??
Any ideas? |
n******r
发帖数: 1247 | 2 I think this question is to test your knowledge of global optimization and
is an open question.
If it is the case, then any optimization tenique only makes sense after you
giving out the proper assumptions. For example, make the assumptions such as
the blackbox function is continuous, the function is unimodal etc. before
talking about binary search.
of
【在 H*M 的大作中提到】
: ask you to find x s.t. f(x) = 0
: f is blackbox.
: What will you do?
: I will use something similar to binary search, but how to probe the range of
: x??
: Any ideas?
|
l*****k
发帖数: 1059 | 3 Google "fixed-point" iterations. |
s*******s
发帖数: 1568 | 4 use newton's method to achieve quadratic converge.
of
【在 H*M 的大作中提到】
: ask you to find x s.t. f(x) = 0
: f is blackbox.
: What will you do?
: I will use something similar to binary search, but how to probe the range of
: x??
: Any ideas?
|
C***n
发帖数: 452 | 5 if you don't know f'(x), how could use Newton's method?
【在 s*******s 的大作中提到】
: use newton's method to achieve quadratic converge.
:
: of
|
s*******s
发帖数: 1568 | 6 use finite difference approximation, the converging rate is golden ratio.
This is a interview question I was
asked by bloomberg and morgan stanley.
【在 C***n 的大作中提到】
: if you don't know f'(x), how could use Newton's method?
|
C***n
发帖数: 452 | 7 that makes sense, the convergence rate will be partly decided by the finite
difference chosen
【在 s*******s 的大作中提到】
: use finite difference approximation, the converging rate is golden ratio.
: This is a interview question I was
: asked by bloomberg and morgan stanley.
|
H*M
发帖数: 1268 | 8 how will you probe the initial range a? if it is blackbox
【在 s*******s 的大作中提到】
: use finite difference approximation, the converging rate is golden ratio.
: This is a interview question I was
: asked by bloomberg and morgan stanley.
|
s*******s
发帖数: 1568 | 9 we want full solution? then it is very difficult. If you just need one, you
can peak 0 as initial guess
【在 H*M 的大作中提到】
: how will you probe the initial range a? if it is blackbox
|
