Roots and Optimization

ROOTS:

Bracketing methods: bisection and false position methods  start with guesses
the bracket contains the root and then systematically reduce the width of the
bracket.

Open methods: fixed-point iteration, Newton-Raphson, and secant methods

involve systematic trial-and-error iterations but do not require that the initial
guesses bracket the root.
Hybrid approach: Brent’s root-finding method exhibits the reliability of the
bracketing methods while exploiting the speed of the open methods.

ROOTS: BRACKETING METHODS

Example:
analytical solution can be used to predict fall velocity as a function of time:

bungee jumper’s chances of sustaining a significant vertebrae injury increase significantly

if the free-fall velocity exceeds 36 m/s after 4 s of free fall. Determine the mass at which
this criterion is exceeded given a drag coefficient of 0.25 kg/m !
Solution:

the value of m that makes the function equal to zero  roots

Graphical Approach:

The function crosses the m axis between 140 and 150 kg.
Visual inspection of the plot provides a rough estimate of
the root of 145 kg

can be checked by:

Parts (a) and (c) indicate that if both f(xl) and f(xu) have the same sign, either there will be no roots or
there will be an even number of roots within the interval. Parts (b) and (d) indicate that if the function
has different signs at the end points, there will be an odd number of roots in the interval.
Exceptions:
the function is tangential to the x axis. discontinuous functions

Incremental Search:
- search an interval where the function changes sign.

If f(x) is real and continuous in the interval from xl to xu and f(xl )and f(xu) have opposite
signs, that is

then there is at least one real root between xl and xu

misses possible roots at x ≅ 4.25 and 5.2
BISECTION:
If a function changes sign
over an interval, the
function value at
the midpoint is
evaluated. The location
of the root is then
determined as lying
within the subinterval
where the sign change
occurs. The subinterval
then becomes the interval
for the next iteration.
The process is repeated
until the root is known to
the required precision.

Note: the exact value of the root is 142.7376

Example:

The number of iterations required to attain an absolute error can be computed apriori

the initial absolute error is:

After the first iteration:

For number of iterations n:

After eight iterations (n=8), the absolute error:

By using:


MATLAB M-file: bisect

to solve the problem:

FALSE POSITION:
False position (linear interpolation method) is another well-known bracketing method

It locates the root by joining f(xl) and f(xu) with a straight line.

The intersection of this line with

the x axis represents an improved estimate
of the root

xr replaces whichever of the two initial

guesses, xl or xu , yields a function value with
the same sign as f(xr)

Although false position often performs better than bisection, there are other cases where
it does not.

A Case Where Bisection is Preferable to False Position

premise of false position:

if f(xl) is much closer to 0 than f(xu) then the root should be much closer to xl than to xu
(Fig.5.8)

A major weakness of the false-position method: its onesidedness, that is, as iterations are
proceeding, one of the bracketing points will tend to stay fixed (Fig.5.9)