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UECM1693/UECM2623/UGCM2623 Tutorial N4: Optimisation

The document contains 7 questions about using optimization methods like the golden section search and steepest ascent/descent methods to find the maximum or minimum values of functions. The questions involve applying these methods to find optimal solutions within intervals or starting from initial points, and providing the optimal values or function evaluations as answers.

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69 views1 page

UECM1693/UECM2623/UGCM2623 Tutorial N4: Optimisation

The document contains 7 questions about using optimization methods like the golden section search and steepest ascent/descent methods to find the maximum or minimum values of functions. The questions involve applying these methods to find optimal solutions within intervals or starting from initial points, and providing the optimal values or function evaluations as answers.

Uploaded by

freeload
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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UECM1693/UECM2623/UGCM2623

Tutorial N4: Optimisation

1. Use two complete cycles of the golden section search method to determine the optimal solution
to
x2
max f (x) = x − + sin x
2
suject to 0.8 ≤ x ≤ 1.6.

Answer: the maximum point x∗ ∈ I2 = [1.1056, 1.4112]

2. The golden ratio search is applied to a function on the interval [−2.3, −1.6]. Determine the
length of the 4th interval of uncertainty.
Answer: 0.1021

3. The golden ratio search is used to find the optimal value of an unimodal function on the in-
terval [−1.00, 0.75]. Find the number of iterations required if the length of the final interval of
uncertainty is less than 0.25.
Answer: 5

4. Use the golden section search method to find the minimum point of f (x) = ex − 2 cos x − 4
within the interval [−1, 1]. Continue the search until the intermediate points are within 0.6 of
each other.
Answer: the minimum point x∗ ∈ [−0.5278, −0.0558]

5. Starting from the point x0 = (5, 2), use two iterations of the method of steepest ascent to
determine an approximation to the maximum point of

f (x, y) = −0.8x2 − 0.35y 2 − 2.24x − 0.21y.

Answer: (−1.2928, −0.2613)

6. Find the minimum value of the function

f (x, y) = x2 − 4x + 2y 2 + 4y + 7

by the steepest-descent method, starting at the point (1, −1).


Answer: f (2, −1) = 1

7. Use one iteration of the steepest-ascent method to find the maximum point of the function

f (x, y, z) = 3xy + 3yz − x2 − 6y 2 − z 2

starting from the point x0 = (1, 1, 1).


Answer: (1.0748, 0.5512, 1.0748)

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