Question: Write a numerical code to minimize the Rosenbrock function using a slew of gradient based optimization below. The function is a non - convex function
Write a numerical code to minimize the Rosenbrock function using a slew of gradient based optimization below. The function is a nonconvex function and has a global minimum at
The minimum is at the bottom of a narrow parabolic valley that is curved on the xy plane.
The function is often used to test the performance of optimization algorithms. Employ a constant step
length throughout the iterations. Experiment to obtain a reasonable value for the step length alpha
fx y xy x
Write three codes using the nonlinear conjugate gradient, quasiNewton, and Newton method to
solve for the minimum of the function. Use a simple backtracking line search method to compute
the step length. You may choose one particular algorithm for the conjugate gradient either the
HestenesStiefel, PolakRibiere, or FletcherReeves and quasiNewton DFP or BFGS method
Provide the following
a Convergence of the gradient yaxis: log of the gradient, xaxis: iteration
b Contour plot of the path of the optimization algorithm
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