Consider the following unconstrained minimization problem: minimize: f(x) = 5x 4 1 +6x 2 4 6x 2
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Question:
Consider the following unconstrained minimization problem: minimize:
f(x) = 5x41 +6x24 6x21 +2x1x2 +5x2 +15x1 7x2 +13 (1)
(a) Write out the FONCs for this optimization problem.
(b) Using the initial guess [1, 1]T , apply Newtons method for at least 6 iterations to obtain an approximation solution to the optimization problem above. Make sure that you have found a minimum and not a maximum.
Related Book For
Introduction to Operations Research
ISBN: 978-1259162985
10th edition
Authors: Frederick S. Hillier, Gerald J. Lieberman
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