Numerical Methods for Unconstrained Optimization of Multivariable Nonlinear Programming.

233

hustration 10.8 se the Cauchy 's method f)4x

SrngE om the
point
steepest
A
descent
(0, 0).
=
to minimize +3
-ST
Solution
at (0, 0).
Tteration 1: Start the initial point A
Find the search direction S, - V
=

Here, - 1 ) = 4 + 3 - 5 x - Br,

-5x,-8
Sr, + 6u
and

So,
d 8-St-8
Sy +63 oo

8(0)-50)-
-5(0)+60) Joo
So the search direction is, S, =-V
S)
Now determine the steplength v in the direction S, ie. find vi by minimizing /0,
Now, f , + v S ) =f 8 y , 0) = 256Ví - 6 4 i with respect to Vi

Now, making dfldy,-0,

Le. d(256 -V 0
512v,- 64 =0

64
V512 8
Me now set X+viS-X-v, ie. , X+VS

t if the new point, ie. A, is otimal.

nce V-3)-
the process.
ropcat
1s not optimum, hence we
234 Optimization Methods for Engineers

Iteration 2: S- -X,)= =

To find V2, we minimize f , + V)

SX,+VS) =/1, Su) =75V-25v-4

Setting dfldy, = 0, 1.e.

d(75v-25V)=0,
dy
ie.
15025 =0
50 6

Since

the point , is not optimal. Hence we

proceed to the next iteration.

lteration 3: S--)=V%=0
To find v. we minimize fa, +

V,S)
J0, +V)=S1 +4.16y, 0.83) =69.22v-50.54V 27.177
Setting dfldy, = 0 and solving, we get V = 0.365

)=0R33+0365416/251

Since

Hence X, is not optimum

7OK)-157
and we
proceed to the next
iteration. 48/2320

We continue the process till

finally we get the optimum value as A 40/23
48/23
At X=40/23 Valueof

8(48/23)-5(40/23)-80
-548/23)+ 6(40/23)o
Tllustration 109 MinimizeandfC) x x+2,+4r, +5 using the stecp
= +
P e s t d e s c e n t

starting at the point x, =0

x, 0, =
232 Optimization Methods for Engineers

The gradient Af is evaluated at pormts 4. B, C. D, along A4" BE,Ce

varios

DD, respectively. We can understand here that tne tuncton value increases at a Tatert
along A4 at point A, but not at B. Similarly, the inercasing rate 1s tast along B at B,but
at C, and so on. Thus, the direction
varnes
pom pn d keeps ascending te
trom

I fwe take infinitely small moves,

the stecpest asce
pay wi EOcurvlinear along ABcD
Since the gradient direction is the steepest ascernt, the negative of the gradient ditn
can make use oT the negative gradient direco
must be the steepest descent. Thus,
we

scarch the minimum point

ata faster rate.

Method
10.6 Cauchy's Steepest Descent

Cauchy was the first to make use of the negative gradicnt direction in 1847 for minimiz
problems. In this method, initial tial
an point A, is
chosen, which is iteratively moved alng
the stecpest descent direction until the optimum point is tound. The procedure is summaie

in the following steps

Working Rules: Procedural Steps

Step 1Start at an arbitrary initial point A, (set iteration i = 1).

Step 2 ind the scarch direction 5, as S - Va)

Step 3 Detemine the optimal step length y in the direction S and set
XpXVS, =X- V
Step 4: Test the new point, X,, for optimality, If X, is optimum. tnen so
Step 5 A 5 not optimal, set i m 1 t T and repcat the process trom uep omwards

Merits
and simpie.
Cauchy's method is easy
t s supposcd to be the best unconstrained optimization technique since u
one-dimensional search in the best direction.

Demerits
1. Cauchy's method is not really effective in most problems owing to u
steepest descent direction is a local property but not global
Though the function is differentiable at all the points, the calculation ol d
gradient dfdx, may be impractical or impossible in some cascs.
not be etfoctive,
3. computations for evaluation in t
This method requires large Th
tunctions which roquire large computation time for finding the g
time is wastod in just knowing the direction but not the optimal
4. This method cannot work if the gradient V is not defined at the po
5. This method is limitcd to continuous and differentiablefunctions aly