EE477 – Optimization Techniques – Fall 2018

Homework #7
Due Date: 10 December 2018

Question #1:
Using Newton's method, solve the following problem:
min f ( x1 , x2 ) 3( x1 1) 4 2 x1 x2 4( x2 1) 4
The starting point is (0, 1). Use three digits after the decimal point. Stop after 3 iterations.
Check your answer using MATLAB.

Question #2:
a) Using Newton's method, solve the following problem:
min f ( x1 , x2 ) 5( x1 x2 ) 2 6( x12 x22 )
The starting point is (5, 2). Use three digits after the decimal point. Stop after 4 iterations.
b) Find the actual minimum of this function.
c) Compare the results obtained in a) and b).
d) Check your answer using MATLAB.

Question #3:
Using Newton's method, solve the following problem:
min f ( x1 , x2 ) 2 exp( x1 x2 2) 5( x1 x2 )2
The starting point is (1, 1). Use three digits after the decimal point. Stop after 2 iterations.
Check your answer using MATLAB.

Question #4:
Consider the following function:
f ( x1 , x2 ) 3x1 5 x2 4 x12 2 x1 x2 6 x22

a) Estimate the minimum of this function using the Steepest Descent method. The starting point is
(1, 1). Stop when the norm of the gradient of f ( x1 , x2 ) is less than 0.1. Use three digits after the
decimal point.
b) Find the actual minimum of this function.
c) Compare the results obtained in a) and b).
d) Check your answer using MATLAB.
Question #5:
Consider the following function:
1 2
f ( x1 , x2 , x3 ) ( x1 10 x22 15 x32 ) 2 x1 3 x2 4 x3
2
a) Estimate the minimum of this function using the steepest descent method. The starting point is
(0, 0, 0). Stop after two iterations. Use three digits after the decimal point.
b) Find the actual minimum of this function.
c) Compare the results obtained in a) and b).
d) Check your answer using MATLAB.

Question #6:
Consider the following function:
min f ( x1 , x2 ) 3( x1 x2 ) 2 5( x12 x22 )
a) Estimate the minimum of this function using the steepest descent method. The starting point is
(5,2). Stop when the norm of the gradient of f ( x1 , x2 ) is less than 0.1. Use three digits after the
decimal point.
b) Find the actual minimum of this function.
c) Compare the results obtained in a) and b).
d) Check your answer using MATLAB.