2.4 Random search with diminishing steplength In this exercise you will use random search and a...
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2.4 Random search with diminishing steplength In this exercise you will use random search and a diminishing steplength to minimize the Rosenbrock function 2.8 Exercises 8 (w₁, ₂) = 100 (w₂ - ²)² + (w₁ − 1)². - 43 (2.35) This function has a global minimum at the point w* = [1 1] located in a very narrow and curved valley. Make two runs of random search using P = 1000, the initial point w = [-2 -2]", and K = 50 steps. With the first run use a fixed steplength a = 1, and - with the second run - a diminishing steplength as detailed in Section 2.5.4. Compare the two runs by either plotting the contour plot of the cost function (with each run plotted on top), or by constructing a cost function history plot. 2.4 Random search with diminishing steplength In this exercise you will use random search and a diminishing steplength to minimize the Rosenbrock function 2.8 Exercises 8 (w₁, ₂) = 100 (w₂ - ²)² + (w₁ − 1)². - 43 (2.35) This function has a global minimum at the point w* = [1 1] located in a very narrow and curved valley. Make two runs of random search using P = 1000, the initial point w = [-2 -2]", and K = 50 steps. With the first run use a fixed steplength a = 1, and - with the second run - a diminishing steplength as detailed in Section 2.5.4. Compare the two runs by either plotting the contour plot of the cost function (with each run plotted on top), or by constructing a cost function history plot.
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Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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