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Special Exercises (Chapter 4-6) Version: 3-11-2009
 

Summary: Special Exercises (Chapter 4-6)
Version: 3-11-2009
Ex.11.6 Given the quadratic function on Rn,
q(x) = xT Qx + bT x Q 0. Show that the minimizer tk of
min
t0
q(xk + tdk ) is given by tk = -
gT
k dk
2dT
k Qdk
.
Ex.11.9. Apply the steepest descent method to
q(x) = xT 1 0
0 r
x , r 1
Then with x0 = (r, 1) it follows
xk =
r - 1
r + 1

  

Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente

 

Collections: Engineering