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= 2 b = 1 c = 2 d = 2 Minimizef ( x 1 , x 2 ) = x 1 - A x
b
c
d
Minimizef
Use any programing language of your preference
Use constant lambda
Run optimization for three different starting points
Draw chart
Optimality gap vs iterations
You can use Wolframalpha to explore function
Vary values of lambda
Draw chart lambda vs number of iterations
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