OPTIMIZATION EXAMPLE (NEWTON RAPHSON METHOD):

Find x that minimizes the following function:

f(x)=1.6 𝑥^3+3 𝑥^2−2 𝑥
with the constraint 𝑥≥0 by by applying the Newton Raphson method. Start the iteration at
x=0.0 .
Constrained penalty equation: 𝑐=𝑚𝑖𝑛⁡(0,𝑥).
Penalty function multiplier: 𝜆=1.

Tolerance: 𝜀ε= 1.00E-06

We need to minimize: g(x)=f(x)+λ [min⁡(0,x)]2=1.6 x3+3 x2−2 x +λ [min⁡(0,x)]2

where λ= 1
Let h= 0.001
i xi , xi-h , xi+h f(xi) g(xi) g'(xi) g''(xi) xi+1
1 0.0000000 0.0000000 0.0000000 -2.0005 7.0000 0.2858
-0.0010000 0.0020030 0.0020040
0.0010000 -0.0019970 -0.0019970
2 0.2857855 -0.2892052 -0.2892052 0.1067 8.7435 0.2736
0.2847855 -0.2893076 -0.2893076
0.2867855 -0.2890941 -0.2890941
3 0.2735769 -0.2898598 -0.2898598 0.0007 8.6263 0.2735
0.2725769 -0.2898562 -0.2898562
0.2745769 -0.2898547 -0.2898547
4 0.2734939 -0.2898598 -0.2898598 0.0000 8.6255 0.2735
0.2724939 -0.2898555 -0.2898555
0.2744939 -0.2898555 -0.2898555
xmin= 0.2735
|xi+1-xi| Stop if <ε 0.2900

2.86E-01
0.2850

1.22E-02 0.2800
xi

0.2750
8.29E-05
0.2700

3.83E-09 STOP 0.2650

0.5 1 1.5 2 2.5 3 3.5 4 4.5

Iteration #
f(xmin)= -0.2899
4 4.5