Unit – V

Lecture–V
Mr.R.R.Kshatriya
Assistant Professor,
Department of Civil Engineering,
Matoshri College of Engineering and Research Centre, Nashik.
Savitribai Phule Pune University, Pune.
Department of Civil Engineering

Nonlinear Programming
Single variable Multi variable
Dichotomous search Steepest gradient
method technique

Newton’s modified
Fibonacci method
method

Lagrange multiplier
Golden section method
technique

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Newton’s modified method

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Newton’s modified method

Steps:
1. Given initial range = x0
2. Determine f(x0)
3. Determine f(x)
4. Determine f(x) at x0 i.e. f(x0)
5. Find, Hessian matrix = H(x0)
6. Determine, H-1(x0)
7. Find, x = -H-1(x0). f(x0)T
8. Find x1 = (x0 + x)
9. Determine f(x1)

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Example 1:  0
2 2
Find f(x) = 2x1 + 2x1x2 + 2x2 – 4x1 - 6x2 taking x0 = using
 0
 
Newton’s modified method
Solution:
0 x1
Step 1: x0 = 0
  x2
Step 2: f(x) = 2x12 + 2x1x2 + 2x22 – 4x1 - 6x2
f(x0) = 0
 f f 
Step 3: f(x) = 
 x , x 
 1 2 
= (4x1 + 2x2 – 4 , 2x1 + 4x2 – 6)

Step 4: f(x) at x0 i.e. f(x0) = (-4 , -6)

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 2 f 2 f 
Step 5: Hessian matrix = H(x0) =  x 2 
x1.x2 
 21 4 2
  f  f  = 2 4
2

 x .x 2 
 
 2 1 x2 

Step 6: H-1(x0) = 1  4  2
16  4  2 4 

1  4  2 a b  1  d  c
=
12  2 4 
c d 
  ad  bc  b a 

 1 1 
=  1 3 6
 6 1 3 
 
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Step 7: x = -H-1(x0). f(x0)T

 1  1   4 a b   e  (ae  bf )
=  1 3 6
 
 6 1 3    6
 
 c d   f   (ce  df ) 
    
0.333
=  
1.333 

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Step 8: x1 = (x0 + x)
x1
0 0.333 0.333
=      x2
0
  1 .333   1 .333 

Step 9: f(x1) = 2x12 + 2x1x2 + 2x22 – 4x1 - 6x2

= - 4.667
Summary:
x f(x)
X0 = (0, 0) 0
X1 = (0.333, 1.333) -4.667

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Example 2:  2
2
Find f(x) = 6x1 - x1 + 6x2 - 2x2 taking 2 x0 = using Newton’s
 2
 
modified method
Solution:
 2 x1
Step 1: x0 =  2
  x2
Step 2: f(x) = 6x1 - x12 + 6x2 - 2x22
f(x0) = 12
 f f 
Step 3: f(x) = 
 x , x 
 1 2 
= (6 - 2x1 , 6 - 4x2)

Step 4: f(x) at x0 i.e. f(x0) = (2 , -2)

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 2 f 2 f 
Step 5: Hessian matrix = H(x0) =  x 2 
x1.x2 
 21  2 0 
  f  f  =  0  4
2

 x .x 2 
 
 2 1 x2 

Step 6: H-1(x0) = 1  4 0 
8  0  0  2

1  4 0  a b  1  d  c
=
8  0  2
c d 
  ad  bc  b a 

 1 0 
=  2 1 
 0 4 
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Step 7: x = -H-1(x0). f(x0)T

 1 0  2  a b   e  (ae  bf )
=  2  
 0  1 2
4   
 c d   f   (ce  df ) 
    
 1 
=  
 0.5

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Step 8: x1 = (x0 + x)
x1
 2  1   3 
=      x2
2  0.5 1.5

Step 9: f(x1) = 6x1 - x12 + 6x2 - 2x22

= 13.5
Summary:
x f(x)
X0 = (2, 2) 12
X1 = (3, 1.5) 13.5

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Summary
 Newton’s modified method

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Exercise
Find f(x) = 6x1 - x12 + 6x2 - 3x22 with initial value x0 = (2, 2)
using Newton’s modified method

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Thank you
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