Solve the following using steepest descent algorithm. Start with x = [1 1 1] and use stopping threshold E= 10-6. (a) Verify that the final solution satisfies the second order necessary conditions for a minimum. (b) Plot the value of the objective function with respect to the number of iterations and (c) Comment on the convergence speed of the algorithm. minimize f(x) = (x₁+ 5)² + (x₂+8)² + (x3 +7)² +2x²x² + 4x²x²

C++ for Engineers and Scientists
4th Edition
ISBN:9781133187844
Author:Bronson, Gary J.
Publisher:Bronson, Gary J.
Chapter14: Numerical Methods
Section14.3: Refinements To The Bisection Method
Problem 4E
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Solve the following using steepest descent algorithm. Start with x =
threshold E= 10-6.
(a) Verify that the final solution satisfies the second order necessary conditions for a minimum.
(b) Plot the value of the objective function with respect to the number of iterations and
(c) Comment on the convergence speed of the algorithm.
[1 1 1] and use stopping
minimize f(x) = (x1 + 5)² + (x2 +8)² + (x3 +7)²
+2x²x² + 4x²x²
Transcribed Image Text:Solve the following using steepest descent algorithm. Start with x = threshold E= 10-6. (a) Verify that the final solution satisfies the second order necessary conditions for a minimum. (b) Plot the value of the objective function with respect to the number of iterations and (c) Comment on the convergence speed of the algorithm. [1 1 1] and use stopping minimize f(x) = (x1 + 5)² + (x2 +8)² + (x3 +7)² +2x²x² + 4x²x²
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ISBN:
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Course Technology Ptr