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MathsOT Assignment

The document describes minimizing a function f = 2x^2 + x^2 using the univariate method. It gives the starting point, iterates three times to find the minimizing point using the correct search direction each time, and identifies the minimizing point as (0,0).

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Mishank Kumar
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25 views3 pages

MathsOT Assignment

The document describes minimizing a function f = 2x^2 + x^2 using the univariate method. It gives the starting point, iterates three times to find the minimizing point using the correct search direction each time, and identifies the minimizing point as (0,0).

Uploaded by

Mishank Kumar
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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OT Maths Assignment

Submitted By- Mishank Kumar


21103107
CSE
Univariate Method

1
Q)Minimize f = 2x!" + x"" from the starting point ( ) using
2
the univariate method.
Soln.
1
∈= 0.1 ,Given X1=( ), f = 2x!" + x""
2
Iteration 1
1
Search Direction S! =( )
0
f! = 𝑓 (X! ) = 6
1.1
f # (X! +∈ S! ) = 𝑓 @ A = 6.42 > 6 = f!
2
0.9
f -! (X! - ∈ S! ) = f( ) = 5.62 < 6 = f1
2
-S1 is the direction for minimizing f from X!
1 1
=>𝑓(X! − ⋀! S! ) = f[( )-⋀! ( )] = 2(1-⋀! )" + 2"
2 0
For minimizing f(X! -⋀! S! )
𝑑f
= 0 => 4(1-⋀! ) = 0 => ⋀! = 1
𝑑⋀!
0
Set X" = X! -⋀! S! = ( )
2
Iteration 2
0
Choose the search direction S" = ( )
1
0
f" = f(X" ) = f( ) = 4
2
f # (X" +∈ S" ) = 4.41 > 4 = f2
f - (X" - ∈ S" ) = 3.61 < 4 = f2
-S2 is the correct direction for minimizing f from X"
f(X" -⋀" S" ) = (2-⋀" )"
For minimizing f(X" − ⋀" S" )
𝑑f
= 0 => 2(2-⋀" ) = 0 => ⋀" = 2
𝑑⋀"
0
Set X% = X" -⋀" S" = ( )
0
Iteration 3
1
Choose the search direction S! = ( )
0
f% = f(X% ) = 0
1.1
f # (X% +∈ S! ) = 𝑓 @ A = 0.01 > 0 = f%
2
0.9
f -! (X% - ∈ S! ) = f( ) = 0.01 > 0 = f%
2
0
Thus X% = ( ) can be taken as the minimizing point for the
0
given function f

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