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Assignment 2

The document contains 7 problems related to optimization methods: 1) Determine the number of function evaluations needed to solve a constrained minimization problem using exhaustive search or golden section search. 2) Solve an unconstrained minimization problem using bisection method. 3) Solve an unconstrained problem using Newton's method and secant method with 3 iterations. 4) Apply Newton's method to find all solutions of a given function. 5) Find the limit and order of convergence for two given sequences. 6) Determine the order of convergence of a sequence obtained by multiplying another sequence by a constant. 7) Prove that Newton's method converges quadratically.

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23 views

Assignment 2

The document contains 7 problems related to optimization methods: 1) Determine the number of function evaluations needed to solve a constrained minimization problem using exhaustive search or golden section search. 2) Solve an unconstrained minimization problem using bisection method. 3) Solve an unconstrained problem using Newton's method and secant method with 3 iterations. 4) Apply Newton's method to find all solutions of a given function. 5) Find the limit and order of convergence for two given sequences. 6) Determine the order of convergence of a sequence obtained by multiplying another sequence by a constant. 7) Prove that Newton's method converges quadratically.

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suw4308
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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OR4023 Optimization - Assignment 2

1. Consider the problem:

min x2 + 2x + 1
s.t. 3x5

And suppose that we use one of the following two methods to solve the problem:
(a) Exhaustive Search Method; (b) Golden Section Method.
If the length of the final interval of uncertainty needs to be less than 0.2, determine
how many function values should be calculated in each case.

2. Consider the problem:

min x3 ex

Solve the problem using Bisection Method with initial interval [0, 2]. Your solution
error should within 0.2.

3. Consider the problem:

min x4 1

(a) Solve the problem using Newton’s Method. Start from x0 = 4 and perform
three iterations.
(b) Solve the problem using Scant Method. Start from x0 = 4 and x 1 = 6, and
perform three iterations.

4. Apply Newton’s method to find all three solutions of

f (x) = x3 5x2 12x + 19 = 0.

You will have to use several di↵erent initial guesses.

5. For both of the sequences listed below, find the limit and determine the order of
convergence:
2k
(a) The sequence 1.05, 1.0005, 1.000005, ... with general term xk = 1+5⇥10 for k =
1, 2, 3, ...
(b) The sequence 4, 2.5, 2.05, ... with x0 = 4 and general term xk+1 = (xk /2) +
(2/xk ) for k = 1, 2, 3, ...

6. Suppose that sequence xk converges to x⇤ with an order p. Define a second se-


quence yk by yk = cxk where c is some non-zero constant. Determine the order of
convergence of yk .

7. Prove that the sequence {xk }1


k=0 generated by Newton’s Method converges to x
⇤
ek+1
quadratically. i.e. find where lim e2 = .
k!1 k

1
a 6 5 C3 8
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linear convergence
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㔏器
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z 1imlxkt x
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the quadratic converge with order2


ektl lxkti XYEMlxk
XY asmmemso.to冲
您还
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as yk.tk y
cx fk

CYl MfXke1 X l klek


HcXk
sinuektKM
i

㶯
㨽 14 圳 州 州 加州
加州 前 加州
thngfktlEHMCK.gl
lap is constant let HMM
notice that
三
hence 杣 after M iteration is proportional

to
lyk yM.tk
order is same as1们 whichis

p XK

XK fCX
g
jlN ekXK
d.ektFXk.tl
assume of is continuous near and f 岒

fcxkkfdltcxk xyitECXK xi whereq.is

and 吖
between xk

彬
fcyekf 㟣 埘啊
想
Xk
棥 ixk
ekfytiit fCX ektl
ekftt.itxlek
XH

fkxk ifxkdoseeyfcxHchtof ekeizek


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thusyyquadraticagcomerg.to

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