Assignment (Optimization)
Assignment (Optimization)
1. Use Steepest Descent method for three iteration on Minimize f (x1 , x2 ) = 5x21 + x22 + 4x1 x2 −
14x1 − 6x2 + 20 with initial point (0, 0)T .
2. Use Steepest Descent method to Minimize f (x1 , x2 ) = x21 +x22 −x1 x2 such that |f (xk +1−f (xk ))| <
0.05. Take x1 = (1, 12 )T .
3. Find the local extreme values of the function f (x1 , x2 ) = x1 x2 − x21 − x22 − 2x1 − 2x2 + 4.
4. Find the dimension of a cylindrical tin (with top and bottom) made up of sheet metal to maximize
its volume such that the total surface area is equal to 24π.(Use Lagrange’s multiplier method)
5. Minimize f = 9 − 8x1 − 6x2 − 4x3 + 2x21 + 2x22 + x23 + 2x1 x2 + 2x1 x3 subject to x1 + x2 + 2x3 = 3
by Lagrange’s multiplier method.
∗ ∗ ∗ Best wishes ∗ ∗ ∗