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solve Q6 only use the same method in Q5 (MATLAB) 5. (6 points). We have learned elements of convex optimization. Consider minimizing the following functions:
solve Q6 only use the same method in Q5 (MATLAB)
5. (6 points). We have learned elements of convex optimization. Consider minimizing the following functions: f1(x, y) = (x - 5)2 +2(y+3)2 +ry, and f2.c,y) = (1-(y-3))+10(x+4)-(y - 3)2) Implement the gradient descent algorithm in your favorite coding language, and use it to identify the solution 2*,y) ER? Start your search from Co, yo) = (0,2) and aim for a convergence with the minimum number of iterations. Plot : 1) the value of the function versus the iterations, 2) the value of the (x,y) on the top of a contour plot. Submit your code and solution including all parameters you have selected. 6. (Bonus, 4 points) Consider the following optimization problem: min ||Ac b|13 1 1 1 1 1 1 1 2 4 8 16 with A = 1 3 9 27 81, and b = 121 Use the same method used in problem 1 4 16 64 256 1 5 25 125 625 (781) (5) to find the optimal solution r*. 341 5. (6 points). We have learned elements of convex optimization. Consider minimizing the following functions: f1(x, y) = (x - 5)2 +2(y+3)2 +ry, and f2.c,y) = (1-(y-3))+10(x+4)-(y - 3)2) Implement the gradient descent algorithm in your favorite coding language, and use it to identify the solution 2*,y) ER? Start your search from Co, yo) = (0,2) and aim for a convergence with the minimum number of iterations. Plot : 1) the value of the function versus the iterations, 2) the value of the (x,y) on the top of a contour plot. Submit your code and solution including all parameters you have selected. 6. (Bonus, 4 points) Consider the following optimization problem: min ||Ac b|13 1 1 1 1 1 1 1 2 4 8 16 with A = 1 3 9 27 81, and b = 121 Use the same method used in problem 1 4 16 64 256 1 5 25 125 625 (781) (5) to find the optimal solution r*. 341Step by Step Solution
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