1. Substitute z = 1-2-y in problem (1) to obtain an equivalent unconstrained optimization problem involving only variables 2 and y. 2. Starting at point (x, y) = (2,3), do one iteration of steepest descent. Is the result- ing point optimal? 3. Starting at point (x, y) = (2,3), do one iteration of Newton method. Is the result- ing point optimal?

Advanced Engineering Mathematics
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ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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K .1
We want to compute the projection of the point (x, y, z) = (2, 3, 5) into the plane x+y+
z = 1 (that is, find the closest point to (2,3,5) satisfying x+y+z=1). This projection
can be found by solving the constrained optimization problem
min (x - 2)² + (y - 3)² + (z − 5)²
s.t. x+y+z=1
x, y, z € R.
(1)
(2)
1. Substitute z = 1 - x - y in problem (1) to obtain an equivalent unconstrained
optimization problem involving only variables 2 and y.
2. Starting at point (x, y) = (2,3), do one iteration of steepest descent. Is the result-
ing point optimal?
3. Starting at point (x, y) = (2,3), do one iteration of Newton method. Is the result-
ing point optimal?
Transcribed Image Text:We want to compute the projection of the point (x, y, z) = (2, 3, 5) into the plane x+y+ z = 1 (that is, find the closest point to (2,3,5) satisfying x+y+z=1). This projection can be found by solving the constrained optimization problem min (x - 2)² + (y - 3)² + (z − 5)² s.t. x+y+z=1 x, y, z € R. (1) (2) 1. Substitute z = 1 - x - y in problem (1) to obtain an equivalent unconstrained optimization problem involving only variables 2 and y. 2. Starting at point (x, y) = (2,3), do one iteration of steepest descent. Is the result- ing point optimal? 3. Starting at point (x, y) = (2,3), do one iteration of Newton method. Is the result- ing point optimal?
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