Steepest Accent Method 1.0

Date Added: May 01, 2013 | Visits: 324

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For more information refer to "Nonlinear Programming: Theory and Algorithms" by by Mokhtar S. Bazaraa , Hanif D. Sherali , C. M. ShettyHere is the sample outputSteepest Accent Method=============Function = (3*x1+x2+6*x1*x2-2*(x1^2)+2*(x2^2))Hessian...... [-4 6] [ ] [ 6 4]Gradient...... [3 + 6 x2 - 4 x1] [ ] [1 + 6 x1 + 4 x2]Eigen Values[ 2*13^(1/2), 0][ 0, -2*13^(1/2)] f(x0)=-5.000000_________________________________________Iteration = 1Gradient of X0 7 -5X0 = -1 0X0 - alpha. gradient(X0) = -1+7*alpha -5*alpha f(X0 - alpha. gradient(X0)) =-3+16*alpha-30*(-1+7*alpha)*alpha-2*(-1+7*alpha)^2+50*alpha^2 diff(f(X0 - alpha. gradient(X0)))/diff alpha =74-516*alpha alphaval = 37/258 alphaval2 = 0.143410852713178x1 = 0.003875968992248 -0.717054263565892f(x2)=0.306202_________________________________________Iteration = 2Gradient of X1 -1.317829457364341 -1.844961240310078X1 = 0.003875968992248 -0.717054263565892X1 - alpha. gradient(X1) = 1/258-170/129*alpha -185/258-238/129*alpha f(X1 - alpha. gradient(X1)) =-91/129-748/129*alpha+6*(1/258-170/129*alpha)*(-185/258-238/129*alpha)-2*(1/258-170/129*alpha)^2+2*(-185/258-238/129*alpha)^2 diff(f(X1 - alpha. gradient(X1)))/diff alpha =85544/16641+4624/129*alpha alphaval = -37/258 alphaval2 = -0.143410852713178

Requirements: No special requirements

Platforms: Matlab

Keyword: 0143410852713178x1, 1844961240310078x1, Alpha, Alpha Alpha Alpha Alpha Alpha, Alpha Alphaalpha Alpha Alpha, Alphaval, Difffx, Gradient, Gradientx Diff, Iteration

Users rating: 0/10

License: Shareware

Size: 10 KB

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