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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:
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 versus
use the scale for the axis so that you will be able to recognize the small difference such
as the one between and and ii versus 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 versus
and ii versus 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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