Question: Write a computer program in Python for minimizing a multivariate function using a modified Newton algo- rithm. If, in the Cholesky factorization of the
Write a computer program in Python for minimizing a multivariate function using a modified Newton algo- rithm. If, in the Cholesky factorization of the Hessian, the diagonal entry di,i 0, replace it by max{|di,i], 10-2}. Include the following: i Use a backtracking line search as described in this section. ||V f(x)|| ii Accept x as a solution if (1+|f(2)|) , or if the number of iterations exceeds ITMAX. Use = ITMAX 1000. 10-8 and iii Print out the initial point, and then at each iteration print the search direction, the step leanth a, and the new estimate of the solution xk+1. (If a great many iterations are required, provide this output only for the first 10 iterations and the final 5 iterations). Indicate if no solutions has been found after ITMAX iterations.
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