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( MATLAB experiment ) Consider the following nonlinear optimization problem: m i n x , y i n R f ( x , y )

(MATLAB experiment) Consider the following nonlinear optimization problem:
minx,yinRf(x,y)=x2-5xy+y4-25x-8y.
(a) Implement Gradient Descent with Armijo's rule for line search, and use it to find a relative
minimum point. Explain the parameters of the algorithm you used. Plot (i)||gradf(xk)|| versus k
(use the log scale for the y-axis so that you will be able to recognize the small difference such
as the one between 10-4 and 10-6), and (ii)f(xk) versus k and provide interpretation. Check
the Hessian at the algorithm output to verify whether the algorithm output is indeed a relative
minimum point.
(b) Implement Gradient Descent with Goldstein rule for line search, and use it to find a relative
minimum point. Explain the parameters of the algorithm you used. Plot (i)||gradf(xk)|| versus k,
and (ii)f(xk) versus k and provide interpretation. Check the Hessian at the algorithm output to
verify whether the algorithm output is indeed a relative minimum point.
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