Week7 ENG1060 Lecture14

ENG 1060
Computing for Engineers

Lecturer: Dr Christopher Hutchinson
Lecture 14:
Root finding (Open Methods) and Optimization
Last Lecture
• Last lecture
• Today’s Lecture
overview
• Open methods
Designing pipelines: An example
for root-finding
• Newton-Raphson
requiring root-finding
• Secant
• Modified Secant
• Comparing
• Bracketing methods for root finding
methods
• Optimization → Bisection method

Problems
• Lecture
Summary
→ False position Method
• Next Lecture
PR K IC K IC PR
 g (t )  
t   t / 2  Cos  t / 2   t / 2  Cos   t / 2 t
2
Last Lecture: Bisection Method
• Last lecture
• Today’s Lecture A very common method to do this is known as the

overview
‘Bisection method’ (Chapra, pg 122, 2nd Ed).
• Open methods
for root-finding
Step 1. Choose an upper and lower value for t (tl, tu) that ‘brackets’ the
• Newton-Raphson
root; i.e. g(tl)*g(tu)<0.
• Secant
• Modified Secant (this just means that g changes sign in going from tl to tu)
• Comparing 1.50E+08 tl tu
methods
1.00E+08
• Optimization
Problems 5.00E+07
• Lecture 0.00E+00
Summary 0 0.05 0.1 0.15 0.2
g(t)
-5.00E+07 t
• Next Lecture
-1.00E+08
-1.50E+08
-2.00E+08
3
• Last lecture
• Today’s Lecture ‘Bisection method’

overview
• Open methods
Step 2: Evaluate g((tu+tl)/2) → g((tu+tl)/2)<0
for root-finding
• Newton-Raphson 1.50E+08 tl tu
• Secant
1.00E+08
• Modified Secant
5.00E+07
• Comparing
methods 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Optimization -5.00E+07 t
Problems
-1.00E+08
• Lecture
Summary -1.50E+08
• Next Lecture
-2.00E+08
If g((tu+tl)/2)*g(tu)<0, then you know that the root lies in between (tu-tl)/2
and tu.
Therefore reset tl= (tu+tl)/2. Repeat Step 2. 4

• Last lecture

overview
• Open methods
Step 2: Therefore reset tl= (tu+tl)/2. Repeat Step 2.
for root-finding
• Newton-Raphson 1.50E+08 tl tu
• Secant
1.00E+08
• Modified Secant
5.00E+07
• Comparing
methods 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
Problems
-1.00E+08
• Lecture
Summary -1.50E+08
• Next Lecture
-2.00E+08
5
• Last lecture

overview
• Open methods
Step 2: Evaluate g((tu+tl)/2) → g((tu+tl)/2)>0
for root-finding
• Newton-Raphson 1.50E+08
tl tu
• Secant
1.00E+08
• Modified Secant
5.00E+07
• Comparing
methods 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
Problems
-1.00E+08
• Lecture
Summary -1.50E+08
• Next Lecture
-2.00E+08
6
• Last lecture

overview
• Open methods
for root-finding
tl tu
• Secant
1.00E+08
• Modified Secant
5.00E+07
• Comparing
methods 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
Problems
-1.00E+08
• Lecture
Summary -1.50E+08
• Next Lecture
-2.00E+08
If g((tu+tl)/2)*g(tu)<0, then you know that the root lies in between (tu+tl)/2
and tu. Otherwise it lies between (tu+tl)/2 and tl.
In this case reset tu= (tu+tl)/2 and repeat Step 2. 7

• Last lecture

overview
• Open methods
Step 2: In this case reset tu= (tu+tl)/2 and repeat Step 2.
for root-finding
tl tu
• Secant
1.00E+08
• Modified Secant
5.00E+07
• Comparing
methods 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
Problems
-1.00E+08
• Lecture
Summary -1.50E+08
• Next Lecture
-2.00E+08
8
• Last lecture

overview
• Open methods
for root-finding
tl tu
• Secant
1.00E+08
• Modified Secant
5.00E+07
• Comparing
methods 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
Problems
-1.00E+08
• Lecture
Summary -1.50E+08
• Next Lecture
-2.00E+08
If g((tu+tl)/2)*g(tu)<0, then you know that the root lies in between (tu+tl)/2
and tu. Otherwise it lies between (tu+tl)/2 and tl.
In this case reset tu= (tu+tl)/2 and repeat Step 2. 9

• Last lecture

overview
• Open methods
This is continued until tu-tl is within the precision with which you need
for root-finding to know the root of g(t)
tltu
• Secant
1.00E+08
• Modified Secant
5.00E+07
• Comparing
methods 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
Problems
-1.00E+08
• Lecture
Summary -1.50E+08
• Next Lecture
-2.00E+08
With what you have learnt in Part 1 of this course you can write a
program to find the root of an equation using the ‘Bisection Method’.
10
Today’s Lecture Outline
• Last lecture
• Today’s Lecture What do we do if we have no idea where the root of the function lies?
overview
• Open methods Or we may not be sure we can bracket it.

for root-finding
• Newton-Raphson • ‘Open Methods’ are an alternative to ‘Bracketing Methods’ that do not

• Secant
require your initial guesses to bracket the root.
• Modified Secant → This is a big advantage!
• Comparing
→ But there are also disadvantages
methods
• Closely related problem of optimization
• Optimization
Problems
• Lecture
Summary
• Next Lecture
11
‘Open methods’ for root finding
• Last lecture
overview  Open methods for root-finding do not require
• Open methods
for root-finding
you to initially bracket the root.
• Newton-Raphson They usually start with a single initial guess of
• Secant the root
• Modified Secant
• Comparing  They are usually faster than the bracketing

methods
• Optimization
methods such as Bisection and False-position
Problems
• Lecture
Summary
X However, sometimes they do not work.
• Next Lecture
They diverge instead of converging to the root.
12
‘Open methods’ for root finding
• Last lecture
overview We will consider 3 ‘Open methods’ for root finding:
• Open methods
for root-finding
• Newton-Raphson
• Newton-Raphson
• Secant
(probably the most widely used of all root-
• Modified Secant
finding techniques)
• Comparing
methods • Secant method
• Optimization
Problems
• Lecture
• Modified Secant Method
Summary
• Next Lecture
13
Newton-Raphson Method
• Last lecture
Let us again consider our problem of deciding the thickness, t,
overview of the pipe we are going to use to transport oil/gas.
• Open methods
K IC PR
for root-finding
g (t )  
• Newton-Raphson   t / 2  Cos   t / 2  t
• Secant
• Modified Secant 1.50E+08
• Comparing 1.00E+08 Search for t, where g(t)=0

methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
• Next Lecture -1.00E+08
-1.50E+08
-2.00E+08
14
• Last lecture
• Open methods
for root-finding
Step 1. Make an initial guess of t, t1
• Newton-Raphson
• Secant
t1
• Comparing 1.00E+08
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
15
• Last lecture
• Open methods
for root-finding
Step 2. Draw the tangent to g(t) at t1.
• Newton-Raphson
• Secant
t1
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
16
• Last lecture
• Open methods
for root-finding
Step 2. Draw the tangent to g(t) at t1.
• Newton-Raphson
Your new guess of t is where the tangent passes through zero
• Secant
t 1 t2
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
17
• Last lecture
• Open methods
for root-finding
Step 3. Repeat Step 2
• Newton-Raphson
• Secant
t2
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
18
• Last lecture
• Open methods
for root-finding
Repeat Step 2. Draw the tangent to g(t) at t2.
• Newton-Raphson
• Secant
t 2 t3
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
19
• Last lecture
• Open methods
for root-finding
Repeat Step 2.
• Newton-Raphson
• Secant
t3
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
20
• Last lecture
• Open methods
for root-finding
• Newton-Raphson
• Secant
t3 t 4
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
21
• Last lecture
• Open methods
for root-finding
Repeat Step 2.
• Newton-Raphson
• Secant
t4
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
22
• Last lecture
• Open methods
for root-finding
• Newton-Raphson
• Secant
t4t5
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
23
• Last lecture
• Open methods
for root-finding
Repeat Step 2 until the difference between your current guess and
• Newton-Raphson
the new guess is less than some specified amount
• Secant
t5
methods
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
-1.50E+08
-2.00E+08
That’s it!
24
• Last lecture
How do we do it in practice?
overview dg g t1 
The tangent to the curve at t1 can be written: t1  g ' (t1 ) 
• Open methods dt t1  t 2
for root-finding
g t1 
• Newton-Raphson The objective is to find t2: t 2  t1 
g ' (t1 )
• Secant
t1 t2
methods
5.00E+07 t1-t2
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
-5.00E+07 t
Summary
g(t1)
-1.50E+08
-2.00E+08
25
• Last lecture
The Newton-Raphson method works quite well but…..
overview
• Open methods • you need to know the equation for g’(t), the derivative of g(t)
for root-finding
g t1 
• Newton-Raphson t 2  t1 
g ' (t1 )
• Secant
• Modified Secant
t1 t2 K IC PR
g (t )  
  t / 2  Cos   t / 2 
1.50E+08
• Comparing t
methods 1.00E+08
• Optimization
Problems
5.00E+07 t1-t2
0 0.05 0.1 0.15 0.2
g(t)
Summary
-5.00E+07 t
• Next Lecture g(t1)
-1.00E+08
-1.50E+08
-2.00E+08
26
• Last lecture
The Newton-Raphson method works quite well but…..
overview
• Open methods • you need to know the equation for g’(t), the derivative of g(t)
for root-finding
• Newton-Raphson • it converges very slowly if your initial guess is in a region

• Secant where the slope is close to zero (or it can fail all together)
• Modified Secant
t1
1.50E+08
• Comparing
methods 1.00E+08
• Optimization
5.00E+07
Problems
0 0.05 0.1 0.15 0.2
g(t)
Summary
-5.00E+07 t
• Next Lecture
-1.00E+08
-1.50E+08
-2.00E+08
27
M-file: Newton-Raphson
• Last lecture function root = newtonraphson(func,dfunc,xr,acc,K,P,R)
• Today’s Lecture %Firstly we evaluate the function and its derivative at the first guess
overview %of the root
fxr=feval(func,K,P,R,xr);
• Open methods dfxr=feval(dfunc,K,P,R,xr);
for root-finding
% We will use a 'While' loop to loop through our guesses at the root of the
• Newton-Raphson % function. Whilst the value of the function evaluated at the root is
% greater than the accuracy we have specified, 'acc' then we keep looping.
• Secant % We are also going to count the number of loops it takes to find the root
% in the variable, 'LoopNum'
• Modified Secant LoopNum=1;
• Comparing fxr=1;
methods while (abs(fxr)>acc)
• Optimization %Evaluate the new guess at the root

Problems xr=xr-fxr/dfxr;
%And the values of the function and its derivative at the new guess
• Lecture
fxr=feval(func,K,P,R,xr);
Summary dfxr=feval(dfunc,K,P,R,xr);
• Next Lecture %We will print to the window our successive guesses at the root so you can
%see well how the algorithm works
fprintf('%5d %10.4f\n',LoopNum,xr)
% After each attempt we increment our number of guesses at the root by one.
% Note: This has no affect at all on the routine. It is just so we can
% look at how many guesses it takes before we arrive at the solution.
LoopNum=LoopNum+1;
end
28
• Last lecture
Some examples of where the Netwon-Raphson method can
overview have problems
• Open methods
for root-finding
• Newton-Raphson
• Secant
• Modified Secant
• Comparing
methods
• Optimization
Problems
• Lecture
Summary
• Next Lecture
29
Secant Method
• Last lecture
Another problem with the Netwon-Raphson methods is that you
overview need to have the derivative of the function for which you are
• Open methods trying to locate the root.
for root-finding
K IC PR
• Newton-Raphson
e.g. g (t )  
• Secant
  t / 2  Cos   t / 2  t
• Modified Secant
We also need g’(t). This is not always easy.
• Comparing
methods
• Optimization
Problems The Secant method is an approach that does not require a
• Lecture formula for g’(x)
Summary
• Next Lecture
30
Secant Method
• Last lecture
The Secant method is an approach that does not require a
overview formula for g’(x).
• Open methods
dg g (t1 )  g (t 2 )
for root-finding Instead we use an approx. for g’(x):  g ' (t 2 ) 
dt t1  t 2
• Newton-Raphson
• Secant
t1 t2
methods t1-t2
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
Summary
-5.00E+07
g(t2) t

g(t1)-g(t2)
-1.50E+08
g(t1)
-2.00E+08
31
Secant Method
• Last lecture
• Open methods
dg g (t1 )  g (t 2 )
for root-finding Instead we use an approx. for g’(x):  g ' (t 2 ) 
dt t1  t 2
• Newton-Raphson
• Secant
t1 t2
methods t1-t2
5.00E+07
• Optimization
Problems 0.00E+00
0 0.05 0.1 0.15 0.2
g(t)
• Lecture
Summary
-5.00E+07
g(t2) t

g(t1)-g(t2)
-1.50E+08
g(t1)
-2.00E+08
Note: to make the approximation, g’(t2) we needed to make two

initial guesses, t1 and t2 32
Secant Method
• Last lecture
• Open methods
for root-finding Two initial guesses, t1 and t2, that do not necessarily bracket the
• Newton-Raphson root allow an approximation to g’(t2) which can then be used to
• Secant obtain the new guess t3 as in the Newton-Raphson technique
• Modified Secant
t1 t2 t3
1.50E+08
• Comparing
methods g (t1 )  g (t 2 )
1.00E+08
g ' (t 2 ) 
• Optimization t1  t 2
Problems 5.00E+07
Summary 0 0.05 0.1 0.15 0.2
g(t)
-5.00E+07 t
• Next Lecture
-1.00E+08
g t 2 
t3  t 2 
-1.50E+08 g ' (t 2 )
-2.00E+08
33
Modified Secant Method
• Last lecture
Instead of using two arbitrary initial guesses, t1 and t2, we can
overview make one guess, and the second is just a pertubation, , from t1
• Open methods
for root-finding
• Newton-Raphson g (t1  t1 )  g (t1 )

g ' (t1 ) 
• Secant
t1
t1+t1
• Modified Secant
t1 t 2 g t1 
• Comparing 1.50E+08 t 2  t1 
methods g ' (t1 )
1.00E+08
• Optimization
Problems 5.00E+07
Summary 0 0.05 0.1 0.15 0.2
g(t)
-5.00E+07 t
• Next Lecture
-1.00E+08
-1.50E+08
-2.00E+08
34
Modified Secant Method
• Last lecture
Instead of using two arbitrary initial guesses, t1 and t2, we can
overview make one guess, and the second is just a pertubation, , from t1
• Open methods
for root-finding
• Newton-Raphson g (t1  t1 )  g (t1 )

g ' (t1 ) 
• Secant
t1
t1+t1
• Modified Secant
t1 t 2 g t1 
• Comparing 1.50E+08 t 2  t1 
methods g ' (t1 )
1.00E+08
• Optimization
Problems 5.00E+07
Summary 0 0.05 0.1 0.15 0.2
g(t)
-5.00E+07 t
• Next Lecture
-1.00E+08
-1.50E+08
-2.00E+08
35
Comparing Root finding methods
• Last lecture
overview
• Open methods
for root-finding
• Newton-Raphson
• Secant
• Modified Secant
• Comparing
methods
• Optimization
Problems
• Lecture
Summary
• Next Lecture
36
Optimization Problems
• Last lecture
• Today’s Lecture In many areas of engineering we are interested also in maxima and
overview
minima of functions. This often happens in design problems.
• Open methods
for root-finding
How to design the front wing of a F1 car to simultaneously maximize
• Newton-Raphson downforce and minimize drag?
• Secant
• Modified Secant
• Comparing
methods
• Optimization
Problems
• Lecture
Summary
• Next Lecture
37
• Last lecture
overview
• Open methods
for root-finding
How to design the front wing of a F1 car to simultaneously maximize
• Newton-Raphson downforce and minimize drag?
• Secant
• Modified Secant
• Comparing
methods
• Optimization
Problems
• Lecture
Summary
• Next Lecture
How to design a pipeline to carry gas across 3000km in Siberia safely

but with minimization of the total mass
(after all, we need to transport the pipes out there in the first place)
38
• Last lecture
overview
• Open methods
for root-finding
Optimization problems can usually be re-cast in terms of finding the
• Newton-Raphson roots of the derivative.
• Secant
• Modified Secant
i.e. the maximia or minima in g(t) is the same as the root of g’(t)=0
• Comparing
methods
• Optimization
Problems
• Lecture
Summary
• Next Lecture
39
Lecture Summary
• Last lecture
overview
• Introduced ‘Open methods’ for root finding
• Open methods → Newton-Raphson
for root-finding
• Newton-Raphson
→ Secant
• Secant → Modified Secant
• Modified Secant
• Comparing
methods
• Compared the relative efficiency of the
• Optimization
methods
Problems
• Lecture
Summary • Shown the relationship between root finding
• Next Lecture
problems and optimization problems
40
Next Lecture
• Last lecture
• Today’s Lecture The last two lectures have looked at methods to find the root
overview
of one equation:
• Open methods
for root-finding
i.e. find t which satisfied g(t)=0
• Newton-Raphson
• Secant
What if instead of 1 equation g(t) we had n equations with n
• Modified Secant unknowns?
• Comparing
methods
f(t1, t2, t3…..tn)=0
• Optimization
Problems g(t1, t2, t3…..tn)=0 Such sets of simultaneous equations
• Lecture h(t1, t2, t3…..tn)=0 occur frequently in engineering problems.
Summary
j(t1, t2, t3…..tn)=0
• Next Lecture Next week we look at the case of
…… ‘Linear Algerbraic Equations’ (Chapra, Ch 8)
and examples of when these arise in
engineering
41

Week7 ENG1060 Lecture14

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ENG 1060

Computing for Engineers

• Optimization → Bisection method

• Today’s Lecture A very common method to do this is known as the

• Today’s Lecture ‘Bisection method’

Therefore reset tl= (tu+tl)/2. Repeat Step 2. 4

• Today’s Lecture ‘Bisection method’

• Today’s Lecture ‘Bisection method’

• Today’s Lecture ‘Bisection method’

In this case reset tu= (tu+tl)/2 and repeat Step 2. 7

• Today’s Lecture ‘Bisection method’

• Today’s Lecture ‘Bisection method’

In this case reset tu= (tu+tl)/2 and repeat Step 2. 9

• Today’s Lecture ‘Bisection method’

• Open methods Or we may not be sure we can bracket it.

• Newton-Raphson • ‘Open Methods’ are an alternative to ‘Bracketing Methods’ that do not

• Comparing  They are usually faster than the bracketing

• Modified Secant 1.50E+08

• Comparing 1.00E+08 Search for t, where g(t)=0

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

• Newton-Raphson • it converges very slowly if your initial guess is in a region

methods while (abs(fxr)>acc)

• Optimization %Evaluate the new guess at the root

• Next Lecture -1.00E+08

• Next Lecture -1.00E+08

Note: to make the approximation, g’(t2) we needed to make two

• Newton-Raphson g (t1  t1 )  g (t1 )

• Newton-Raphson g (t1  t1 )  g (t1 )

How to design a pipeline to carry gas across 3000km in Siberia safely

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