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CL615 Assignment 2

The document contains 13 optimization problems related to minimizing objective functions using various techniques like Newton's method, quasi-Newton method, and simplex method. It asks to find minima, determine convergence rates, carry out iterations, check positive definiteness of Hessians, and recommend the best methods with justifications.

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26 views

CL615 Assignment 2

The document contains 13 optimization problems related to minimizing objective functions using various techniques like Newton's method, quasi-Newton method, and simplex method. It asks to find minima, determine convergence rates, carry out iterations, check positive definiteness of Hessians, and recommend the best methods with justifications.

Uploaded by

bsaimukeshreddy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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CL615: 

Optimization Techniques 

Assignment No: 1 

1. Bracket the minimum of the following functions:


a. f  x   e x  1.5 x 2

b. f  x   0.5  x 2  1  x  1

c. f  x   0.1x 6  0.29 x5  2.31x 4  8.33x3  12.89 x 2  6.8 x  1

2. Suppose you wanted to find the configuration that minimizes the capital costs of a cylindrical pressure
vessel. To select the best dimensions (length L and diameter D) of the vessel, formulate a suitable
objective function for the capital costs and find the optimal (L/D) that minimizes the cost function. Let
the tank volume be V, which is fixed. List out the assumptions.
3. Determine the relative rates of convergence for (1) Newton's method, (2) a finite difference Newton
method, (3) quasi-Newton method, (4) quadratic interpolation, and in minimizing the following
functions:
a. (a) x2 - 6x + 3 (b) sin (x) with 0 < x < 27 (c) x4 – 20x3 + 0.1x
4. Consider the following minimization problem:

Minimize: f  x   x12  x1 x2  x22  3x1

a. Find the minimum (or minima) analytically.


b. Are they global or local minima?
c. Construct four contours of f(x) [lines of constant value of f(x)].
d. Is univariate search a good numerical method for finding the optimum of f(x)? Why or why
not?

5. Carry out the four iteration of the simplex unconstraint optimization method to minimize the function
f  x   x12  3x22 , initial guess for x1= 1 and x2 = 1.5. Show graphically reflection, expansion and

contraction steps.

6. An open cylindrical vessel is to be used to store 10 ft3 of liquid. The objective function for the sum of
the operating and capital costs of the vessel is

1
f  h, r   2 rh  10 r 2
r h
2

Can Newton's method be used to minimize this function? Provide termination criteria to achieve exact
optimal solution when h and r in mm unit and f value in INR.
7. Is it necessary that the Hessian matrix of the objective function always be positive definite in an
unconstrained minimization problem?
8. Cite two circumstances in which the use of the simplex method of multivariate unconstrained
optimization might be a better choice than a quasi-Newton method
9. Given the function f  x   3x12  3x22  3x33 to minimize, would you expect that steepest descent or

Newton's method (in which adjustment of the step length is used for minimization in the search
direction) would be faster in solving the problem from the same starting point x = [l0 10 10]T, Explain
the reasons for your answer.
10. You are to minimize f  x   2 x12  4 x1 x2  x22 . Is H(x) positive-definite? If not, start at x0 = [2 2]T, and

develop an approximation of H(x) that is positive-definite by Marquardt's method.


11. Determine whether the following statements are true or false, and explain the reasons for your answer.
a. Pure Newton Method always provide global minimum for any function.
b. Optimization methods which are uses only function values is capable of reaching optimal solution
for both continues and discontinues function case.
c. The BFGS version has the advantage over a pure Newton's method in that the latter requires
second derivatives, whereas the former requires only first derivatives to get the search
direction.

12. Formulate the optimization problem to estimate the coefficients in the correlation

y
k1
 k1  k2 
 e k2t  e k1t  for following data.

  t  0.5 1 1.5
Yobserved 0.263 0.455 0.548
 

13. Recommend best optimization method for minimizing below given objective function? Provide
justification for same?

f  x   x12  3x22
when x1  10 and

f  x   x12  3x22  4 x1 x2
when x1  10

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