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  • WINSEM2022-23 BEEE212L TH VL2022230502303 ReferenceMaterialIII MonMar0600 00 00IST2023 DA II NumMethods Qns Uploaded

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    Asmit Anand Singh 21BEE0130
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    This document discusses solving optimization problems using gradient descent methods. It contains 7 questions: 1) Find the maximum step size that can be used for gradient descent on the function f(x) = x + 2x - e^x with initial value x(0) = [1 0]. 2), 3) Perform one iteration of steepest descent and Newton's method to minimize f(x) = x + 2x - e^x with x(0) = [1 0] and compare the results. Newton's method gives a better result due to using the Hessian. 4) Newton's method cannot directly solve the problem of minimizing f(x) = -1/2x^

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    This document discusses solving optimization problems using gradient descent methods. It contains 7 questions: 1) Find the maximum step size that can be used for gradient descent on the function f(x) = x + 2x - e^x with initial value x(0) = [1 0]. 2), 3) Perform one iteration of steepest descent and Newton's method to minimize f(x) = x + 2x - e^x with x(0) = [1 0] and compare the results. Newton's method gives a better result due to using the Hessian. 4) Newton's method cannot directly solve the problem of minimizing f(x) = -1/2x^

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    5 views1 page

    WINSEM2022-23 BEEE212L TH VL2022230502303 ReferenceMaterialIII MonMar0600 00 00IST2023 DA II NumMethods Qns Uploaded

    Uploaded by

    Asmit Anand Singh 21BEE0130
    This document discusses solving optimization problems using gradient descent methods. It contains 7 questions: 1) Find the maximum step size that can be used for gradient descent on the function f(x) = x + 2x - e^x with initial value x(0) = [1 0]. 2), 3) Perform one iteration of steepest descent and Newton's method to minimize f(x) = x + 2x - e^x with x(0) = [1 0] and compare the results. Newton's method gives a better result due to using the Hessian. 4) Newton's method cannot directly solve the problem of minimizing f(x) = -1/2x^

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    © All Rights Reserved
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    of 1

    Engineering Optimization

    Digital Assignment-II

    1) Find the maximum step size that can be used if 𝑓 (𝒙) = 𝑥 + 2𝑥 − 𝑒 , 𝒙( )


    =
    [1 0] is to be solved by the gradient descent method (GDM).

    2), 3) (a) It is required to find the minimizer of 𝑓(𝒙) = 𝑥 + 2𝑥 − 𝑒 , 𝒙( ) =


    [1 0] . Perform one iteration of (i) steepest descent method (SDM) (ii) Newton’s
    method (NM).

    (b) Which method gives better result? Justify your answer by any quantitative
    comparison.
    (c) Why does this method give better result than the other method?

    K 1
    4) Can min f ( x)      , K  0 be solved by NM? Justify. If not, what
    , x (0)
    x  x22  2
    2
    1 1
    modification needs to be carried out to NM for solving this?

    6 −2 0 0
    −2 6 −2 0
    5), 6) Solve (minimize): min 𝑓 = 𝒙 𝒙 + [4 2 2 4 ]𝒙 +
    0 −2 6 −2
    0 0 −2 6
    10, 𝒙( )
    = 0, by (a) CDM (b) CGM.

    7) Find the order of convergence and rate constant of 𝑥 ( )


    =3 .

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