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Solution to problem 6

Name: Asmelash Hadgu

descent direction
To show that dk is a descent direction for f (x) at xk , it suffices to show that f (xk )dk < 0:
2x1
f (x) = x31 + x1 x2 +
x2
" #
2
3x21 + x2 + x2
∇f (x)0 =
x1 − 2x
x22
1

 
1
xk =
1
f (xk ) = 4
 
6
∇f (xk )0 =
−1
 
0
dk =
−1
 
k k
  0
∇f (x )d = 6 −1 ∗ =1>0 (1)
−1
As can be seen from equation (1), dk is not a descending direction for f (x) at 
xk. To find one, we
0
can take any dk such that the inequality ∇f (xk )dk < 0 holds. If we take dk = for instance,
1
 
 0
∇f (xk )dk = 6 −1 ∗

= −1 < 0
1

Quadratic interpolation
Let’s find the coefficients a, b and c that define the quadratic function q(α) = aα2 + bα + c such
that:
q(0) = f (xk )
q0(0) = ∇f (xk )dk
q(αmax ) = f (xk + αmax dk )

α=0:
q(0) = c = f (xk ) = 4 ; c = 4
q(α)0 = 2aα + b ; q(0)0 = b = ∇f (xk )dk = −1 ; b = −1

1
α=1:
q(1) = a + b + c = f (xk + dk ); a − 1 + 4 = 4; a = 1

The new trial step length is the minimum of q(α) = α2 − α + 4


1
q(αq )0 = 2αq − 1 = 0; αq =
2

Acceptability test
Given the parameters c1 = 0.01 and c2 = 0.5 the acceptability test over αq : is performed by veri-
fying the A-G conditions as follows:

First A-G condition:


f (xk + αq dk ) ≤ f (xk ) + [c1∇f (xk )dk ]αq (2)
f (xk + αq dk ) = 3.8333 and
f (xk ) + c1∇[f (xk )dk ]αq = 3.9950
from which we see that the first condition (2) is satisfied.

Second A-G condition:


f (xk + αq dk )dk ≥ c2∇f (xk )dk (3)
f (xk + αq dk )dk = 0.11111 and
c2∇f (xk )dk = −0.50000 the second condition (3) is also satisfied

1
The trial steplength αq satisfies the acceptability condition and therefore αk = αq = 2

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