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  • F (X) 1200 X X X X X X X X

    Uploaded by

    Paula Garay
    10 views1 page
    The document provides equations for calculating the gradient, Hessian matrix, and updating values in an iterative numerical optimization algorithm. Specifically, it gives functions f(X), ∇f, H, and the update rule Xi+1 for minimizing f(X) with respect to variables x1, x2, x3.

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    fX

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    The document provides equations for calculating the gradient, Hessian matrix, and updating values in an iterative numerical optimization algorithm. Specifically, it gives functions f(X), ∇f, H, and the update rule Xi+1 for minimizing f(X) with respect to variables x1, x2, x3.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    10 views1 page

    F (X) 1200 X X X X X X X X

    Uploaded by

    Paula Garay
    The document provides equations for calculating the gradient, Hessian matrix, and updating values in an iterative numerical optimization algorithm. Specifically, it gives functions f(X), ∇f, H, and the update rule Xi+1 for minimizing f(X) with respect to variables x1, x2, x3.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    of 1

    1000 1000

    f ( X )=1200∗( 2 x 1 x3 +2 x 2 x 3 ) +2500 x1 x 2+500 ( x 1 x2 x3 ) (


    + 100
    10 x 2 x 2 x3 )
    5100
    (
    100 24 x 3+25 x 2−
    )
    ( )
    2
    x1 x2 x3
    5100
    (
    ∇ f = 100 24 x 3+ 25 x 1−
    x 1 x 22 x 3 )
    425
    (
    1200 2 x1 +2 x 2−
    x 1 x 2 x32 )

    1020000 5100 425


    (
    100 25 x 1 +
    ) 1200 2+
    ( )
    ( )
    3 2 2 2 2
    x1 x2 x3 x1 x 2 x3 x1 x2 x3
    5100 1020000 5100
    H= 1 00 25+
    ( x 12 x 22 x 3 ) x 1 x 23 x 3
    100 24+
    ( x 1 x 22 x 32 )
    425 5100 1020000
    1200 2+
    ( x 1 x 2 x 32
    2
    ) 100 24+
    ( x 1 x 22 x 32 ) x 1 x 2 x 33

    −1
    1020000 5100 425 5100
    (
    100 25+
    ) 1200 2+
    ( ) (
    100 24 x 3 +25 x 2−
    )
    ( )( )
    3 2 2 2 2 2
    x 1 x 2 x3 x1 x 2 x3 x1 x2 x 3 x1 x2 x3
    5100 1020000 5100 5100
    X i +1=X i − 100 25+
    ( x 12 x 22 x 3 ) x 1 x 23 x 3
    100 24+
    ( x 1 x 22 x 3 2 ) (
    100 24 x 3 +25 x 1−
    x 1 x 22 x 3 )
    425 5100 1020000 425
    1200 2+
    ( x 1 x 2 x 32
    2
    ) ( 100 24+
    x 1 x 2 2 x 32 ) x1 x 2 x 33 (
    1200 2 x 1+ 2 x 2−
    x 1 x 2 x 32 )

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