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ELEC3846 Numerical Methods and Optimization: Bachelor of Engineering Department of Electrical & Electronic Engineering

This 3-sentence summary provides the essential information about the document: The document appears to be an examination for a Numerical Methods and Optimization course, as it contains 4 questions testing various numerical methods concepts and techniques including Euler's method, polynomial approximation using least squares and QR decomposition, optimization using gradient descent, Newton's method, and the method of Lagrange multipliers. Students are allowed open book and electronic resources for the exam. Calculators are permitted if they are on the approved list and students record the name and type used.

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175 views5 pages

ELEC3846 Numerical Methods and Optimization: Bachelor of Engineering Department of Electrical & Electronic Engineering

This 3-sentence summary provides the essential information about the document: The document appears to be an examination for a Numerical Methods and Optimization course, as it contains 4 questions testing various numerical methods concepts and techniques including Euler's method, polynomial approximation using least squares and QR decomposition, optimization using gradient descent, Newton's method, and the method of Lagrange multipliers. Students are allowed open book and electronic resources for the exam. Calculators are permitted if they are on the approved list and students record the name and type used.

Uploaded by

LouisWong
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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w � * �

THE UNIVERSITY OF HONG KONG

Bachelor of Engineering
Department of Electrical & Electronic Engineering

ELEC3846 Numerical methods and


optimization

2019-2020 Semester 2
Online Examination

Date: _30 May 2020---- Time: _9:30am-12:30pm _

Answer ALL questions.


Start a new page for each question.
Open Book examination.

*Student can access to printed/written/electronic notes and Internet access


is allowed. Please write the calculator model onto the first page of your
answer sheet.

Use of Electronic Calculators:

"Only approved calculators as announced by the Examinations Secretary can be used


in this examination. It is candidates' responsibility to ensure that their calculator
operates satisfactorily, and candidates must record the name and type of the calculator
used on the front page of the examination script."

EEE/ELEC3 846 /2020 May page I of5


1. [ 15 marks]
(a) Show the region of absolute stability for the Euler's method is the unit circle with
centre at-1. (5%)

J
(b) Find the coefficients of the explicit third order formula of the form
h[b II) b. ,rl) b. (I)
.9 1
Yn+I :::: 2 Y,, + ),n-1 +a,Yn -2 + oYn + 1>11-l + 2Y11-2 ' n >2
_ . . (10° ")
. . ,o

ELEC3846 /2020 May page2 9f 5


2. [24 marks]
(a) Consider the ortllogonal matrix

1 2 ...;....;.,._;-

3 3 3
2 2 l
A=
3 3
2 1 2
3 3 3
(i) Find its inverse by making use of its orthogonal properly. (2%)
(ii) Find the condition number of A bm;ed on 2�11ortn. (3%)

(b) Approximate the following data (x,. Yi) by leastsquare with this polynomial
P(x) = Cfo +a.i x+ a2 x2 • Use QR decomposition and do the QR factorization by
Orani-Sqhmidt method; (Yc::>tl may express your calcttlation in 5 sig. fig. for
· convenience)
i 1 2 3
(18%)
XJ I 3 5

y; 5 20 50

(c) I3ased on the result in (a), find the condition number ef Q that you find in (b).
(1%)

ELEC3846 /2020 May page 3 of 5


3. [24 marks]
(a) Consider the objective function:
1 , 1 3
f(x1 ,x,) =-x""1 -4x1 +-x2 -l6x,�
. . · 3 3
Find the points that satisfy the first order necessary condition. For each of these
points, check whether it is maximizer, minimizer or neither by second order
sufficient condition. (7%)

(b) Consider the objective function:


. . 1 1
/( Xi, X2) = X1 + 2 X2 + 2 X2 +. X22 + 3
1

(i) Express the objective function m standard quadratic form


.. 1 T
( J(x)=-x Qx-xt b+c ). Use the steepest descent method with the
2
starting point x (0> = 0 and perfonn two iterations to minimize the objective
(k)T (k)
function. (Hints: g <k> := 'v/(x fk) ) = Qx(k) -b, ak = g ) (8%)
�k)T <kJ
g Qg
(ii) Determine an optimal solution analytically in one step. (1-Tints: consider
first-order optimality condition) (4%)

4
(c) Consider the objective function f(x) = xj =(i.Jxr. Its global minimizer is at
x=O.
(i) Write down the algorithm for Newton's method applied to this problem.
(3%)
(ii) Show that as long as the starting point is not 0, the algorithm in (i) does not
converge to O (no matter how close to Owe start). (2%)

ELEC3 846 /2020 May page 4 of 5


4. (37 marks]

(a) Find the four loqal extrernlzers of f(xi,�)=4.:\'1 +x; subject to X: +Xi =9 by
using Lagrange· condition. Then t1Se second order suftici�nt condition to distinguish
minimizers ·and maxin1izers: (16%)

{b) Mi11imize f(Xi, Xa) = xf +4xi subject to �l:{ +-2x; �4.


(i) Find all :the points that satisfy the KKT conditions. (7%)
(ii) Apply the secoi1d order sufficient condition to determine the nature of the
critical points UQill {i). (14%)

*-** END OF :PAPER***

ELEC3846 /2020 May pagt: 5 of 5

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