Solve the following two non-linear optimization problems: Maximize f(x) = 4x1+6x2-2x12-2x1x2-2x22 Minimize f(x) = (x2 – x12)2 + (1 – x1) Each using the method: a. Newton with starting point [0,0]. Do it up to a maximum of two iterations.
Solve the following two non-linear optimization problems: Maximize f(x) = 4x1+6x2-2x12-2x1x2-2x22 Minimize f(x) = (x2 – x12)2 + (1 – x1) Each using the method: a. Newton with starting point [0,0]. Do it up to a maximum of two iterations.
Algebra for College Students
10th Edition
ISBN:9781285195780
Author:Jerome E. Kaufmann, Karen L. Schwitters
Publisher:Jerome E. Kaufmann, Karen L. Schwitters
Chapter12: Algebra Of Matrices
Section12.CR: Review Problem Set
Problem 36CR
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Solve the following two non-linear optimization problems:
Maximize f(x) = 4x1+6x2-2x12-2x1x2-2x22
Minimize f(x) = (x2 – x12)2 + (1 – x1)
Each using the method:
a. Newton with starting point [0,0]. Do it up to a maximum of two iterations.
b. Steepest descent with starting point [0,0]. Do it up to two iterations only.
c. Random search. Please specify the range of x1 and x2 values that you will use. For random numbers, please generate random numbers from Ms excel using the function: RAND(). Do it for ten iterations. Hint: use the value in point a as a guide to determine the interval
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