Apply the BFGS quasi-Newton method to solve minimize f(x) ='Qx – c'x with 5 2 1 2 7 3 and c = 1 39 Initialize the method with xo (0, 0, 0)" and B0 1. Use an exact line search.

Power System Analysis and Design (MindTap Course List)
6th Edition
ISBN:9781305632134
Author:J. Duncan Glover, Thomas Overbye, Mulukutla S. Sarma
Publisher:J. Duncan Glover, Thomas Overbye, Mulukutla S. Sarma
Chapter6: Power Flows
Section: Chapter Questions
Problem 6.6MCQ
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3.2. Apply the BFGS quasi-Newton method to solve
minimize f(x) = x'Qx – c'x
with
5 2
Q =
1 3
2 7
3
and
C =
9.
-8-
Initialize the method with xo = (0, 0, 0)" and Bo = 1, Use an exact line search.
Transcribed Image Text:3.2. Apply the BFGS quasi-Newton method to solve minimize f(x) = x'Qx – c'x with 5 2 Q = 1 3 2 7 3 and C = 9. -8- Initialize the method with xo = (0, 0, 0)" and Bo = 1, Use an exact line search.
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