Question: Suppose we have a function f : R 2 R : (1) Compute the gradient, f(x), where x = (y,z) T . (2) Compute the

Suppose we have a function f : R2 Suppose we have a function f : R2 R: (1) Compute the R:

gradient, f(x), where x = (y,z)T . (2) Compute the Hessian matrix,

(1) Compute the gradient, H(x). (3) Find the minimum of the above function. To this end,f(x), where x = (y,z)T .

(2) Compute the Hessian matrix, H(x).

(3) Find the minimum of the above function. To this end, with with f(x) and H(x) in (1) and (2), write your R codef(x) and H(x) in (1) and (2), write your R code to implement the Newton-Raphson algorithm. Test your code with the initial values x0 = c(2,2) and x0 = c(0,3), respectively.

(4) Make an R code to find the minimum using the steepest descent algorithm equipped with backtracking procedure.

The steepest descent algorithm:

to implement the Newton-Raphson algorithm. Test your code with the initial values

where x0 = c(2,2) and x0 = c(0,3), respectively. (4) Make an R > 0. The backtracking procedure is as follows:

(i) Start with code to find the minimum using the steepest descent algorithm equipped with = 1. (ii) Compute xn+1 with backtracking procedure. The steepest descent algorithm: where > 0. The backtracking procedure.

(iii) If f(xn+1) n), then increment n. Otherwise, set is as follows: (i) Start with = 1. (ii) Compute xn+1 with = . (iii) If f(xn+1) n), then increment n. Otherwise, set = /2,/2, and go back to Step (ii).

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