Question: use Newton's method of optimization to minimize two different functions: f(x) = 10x 1 2 + 10x 2 2 and f(x) = 10x 1 2
use Newton's method of optimization 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.
Note: The update law should be ?xi = ??2f(xi)-1*?f(xi)T . We call ?2f(xi) the Hessian of the function f at xi. The hessian and formula should be computed by hand first to help implement into MATLAB.
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