Question: Consider the unconstrained NLP max x 1 x 2 5 ( x 1 2 ) 4 3 ( x 2 5 ) 4 ( a
Consider the unconstrained NLP
max xxxx
a Use a graphing software to produce a contour map of the objective function for
x x
b Compute the move direction that would be pursued by gradient ascent algorithm
at x
c State the line search problem implied by your direction.
d Solve your line search problem graphically and compute the next search point
x
e Do two additional iterations of the gradient ascent to compute x and x
f Plot progress of the search on the contour map of part a
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