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Write a MATLAB program to find the minimum of the function fcd ( ) where cd = 1 8 from [ 2 , Appendix B

Write a MATLAB program to find the minimum of the function fcd() where cd =18 from
[2, Appendix B] by using
Newton-Raphson,
Hestenes-Stiefel,
Polak-Ribi`ere and
Fletcher-Reeves algorithms.
You are also strongly encouraged to use another relevant algorithm from the literature, which will
be rewarded with an extra 10 points. If the function is not differentiable, use an approximation
proposed by yourself or an relevant approximation commonly used in the literature and write it
explicitly in your report. Repeat the main steps of your algorithms until the desired accuracy is
achieved, i.e.
\|f(xk)\|= and |f(xk+1) f(xk)|=.
Take THREE initial guess as x0 Nn(0,1)(n-dimensional vector having elements from standard
normal distribution by using randn function of MATLAB) or x0 Un(x0,min, x0,max)(n-dimensional
vector having elements from uniform distribution from the closed interval [x0,min, x0,max] where
x0,min and x0,max are specified for each function in [1] by using rand function of MATLAB). For
instance, if your problem is defined on 2= xi =2, for i =1,2, you may consider to choose
x0 Un(2,2). Take also the absolute error bound as =104
for every algorithm.
1
Instructions
Write a project report regarding to the given task by answering the following questions (please
EXPLAIN all of them by at least two sentences):
[3p] How many steps does it take to find the minimum of this function with all of these
algorithms?
[3p] What are the execution times of these algorithms? Does this make sense?
[3p] Does the convergence depend on the initial conditions? Why?
[3p] Based on the last two questions, what can be the reason for this trade-off?
[3p] Do you expect the same number of steps and execution times, when you change the
stopping criterion and the absolute error bound?
Your project report also MUST
[3p] contain at least one figure (if your problem is 2-dimensional, then your figure must include
the all the steps starting from THREE random initial points with DIFFERENT COLORS
and all the steps corresponding to the same iteration MUST be plotted with the SAME
COLOR!),
[3p] contain at least one table for benchmark,
[4p] be at least two pages long and be written by IEEE conference proceeding template [3]!
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