We have given
(a)
course: Numerical analysis 3. Consider Rosenbrock's banane valley function f(x,y) = (x-1) + 100 (4-x², henceforth...
The steepest descent method for minimize f(x) is the gradient descent method using exact line search, that is, the step size of the kth iteration is chosen as ak = argmin f(xk – aVf(xk)). a>0 (a) (3 points) Consider the objective function f(x): = *Ax – cx+d, where A e Rnxn, CER”, d E R are given. Assume that A is symmetric positive definite and, at xk, Vf(xk) + 0. Give a formula of ak in terms xk, A, c,...
2. Steepest descent for unconstrained quadratic function minimization The steepest descent method for minimize f(x) is the gradient descent method using exact line search, that is, the step size of the kth iteration is chosen as Ok = argmin f(x“ – av f(x)). a20 (a) (3 points) Consider the objective function f(x):= *xAx- Ax - c^x + d. where A e RrXnCER”, d E R are given. Assume that A is symmetric positive definite and, at xk, f(x) = 0....
2. Steepest descent for unconstrained quadratic function minimization The steepest descent method for minimize f(x) is the gradient descent method using exact line search, that is, the step size of the kth iteration is chosen as Ok = argmin f(x“ – av f(x)). a20 (a) (3 points) Consider the objective function f(x):= *xAx- Ax - c^x + d. where A e RrXnCER”, d E R are given. Assume that A is symmetric positive definite and, at xk, f(x) = 0....
2. Steepest descent for unconstrained quadratic function minimization The steepest descent method for minimize f(x) is the gradient descent method using exact line search, that is, the step size of the kth iteration is chosen as Ok = argmin f(x“ – av f(x)). a20 (a) (3 points) Consider the objective function f(x):= *xAx- Ax - c^x + d. where A e RrXnCER”, d E R are given. Assume that A is symmetric positive definite and, at xk, f(x) = 0....
Question 14 Perform one iteration of the gradient method / steepest descent to minimize the function f(x,y) = x^2 + y^3 - 3x - 3y + 5 beginning from the point Po-(-1,2) If the minimum point after iteration 1 is given by Pi - Po + Ymin (Pol report the value of the step lengthYmin to your decimal places in the space provided
*3. Consider a function, f(x,y) = x3 + 3(y-1)2 . Starting from an initial point, X0 = [1 1] T , perform 2 iterations of conjugate gradient method (also known as Fletcher-Reeves method) to minimize the above function. Also, please check for convergence after each iteration.
Please complete #3. 2. Let f(x,y,z 3x2 + 4y2 +5z2- xy - xz - 2zy +2x -3y +5z. Apply 20 steps of Euler's method with a step size of h 0.1 to the system x'(t) y(t)Vf(x(t), y(t), z(t)) z'(t) (x(0), y(0), z(0)) = (-0.505-08) to approximate a point where the minimum of f occurs. Give the value of x (2) (which is the x coordinate of the approximate point where the minimum occurs). Note: This process is called the modified...
b) Suppose we wish to minimize the function, f(X)-0.5XTCX +bTX+ 1, where b and C 1 ,using Steepest Descent optimization method starting from X Please carry out the first iteration by hand and check for convergence. If the above search direction is called S1 and the one to be used for the second iteration is called S2, what is the relationship between Si and S2, or more specifically, what is ST S2? b) Suppose we wish to minimize the function,...
15. Consider the function f(x, y) = x2 + 4xy - y2 and the point P(2,1). Find the vectors that give the direction of steepest ascent and steepest descent at P.
3. a) Short questions (Please briefly jiustify your answers in each case to receive full credits) i) If we wish to minimize a function, fx.v)- 2x245x2+10, using Univariate Search method, how many searches will it take to reach the minimum and why? ii) Starting from an initial guess, Xo the minimization of the following function using Newton-Raphson method fails to work. Please explain why. f(X)-0.5x2 +2x1x2-(1/3)x +50 Note: N-R method: X- X1 - [ H(X 1)] 'Af(X), where H is...