Question
13. Consider minimizing the function 6(x) = cx Tx+ and H = -1x Hx, where c = (5.04, 59.4, 146.4,-96.6)T .16 -1.2 -1.2 12.0
13. Consider minimizing the function 6(x) = cx Tx+ and H = -1x Hx, where c = (5.04, 59.4, 146.4,-96.6)T .16 -1.2 -1.2 12.0 2.4 -27.0 -1.4 2.4 -1.4 -27.0 16.8 64.8 -42.0 16.8 -42.0 28.0 Try both Newton and BFGS methods, starting from xo = (-1,3,3,0). Explain why the BFGS method requires significantly more iterations than Newton's.
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System Dynamics
Authors: William Palm III
3rd edition
73398063, 978-0073398068
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