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Write a MATLAB script to use Newtons method of optimization (not gradient descent) to minimize two different functions: f(x) = 10x 1 2 + 10x
Write a MATLAB script to use Newtons method of optimization (not gradient descent) to minimize two different functions: f(x) = 10x12 + 10x22 and f(x) = 10x12 + x22. For each function, use x0 = [0.5, 10]T (T meaning transpose) as the starting point and ||?f(x)|| < 10-6 as the stopping criterion. Update law should be ?xi = ??2f(xi)-1?f(xi)T. Compute the hessian directly by hand and input this into MATLAB to solve the problem.
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