ffd869cb-8fa9-433f-9af4-3c63373d1c83 5 4 5 decimal

&[DATE] &[TIME] - &[FILENAME]

References:

http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3215/pdf/imm3215.pdf

http://www2.imm.dtu.dk/pubdb/views/publication_details.php?id=3215

http://www.brnt.eu/phd/node10.html

Newton Method optimization algorithm. 1 f x.0 ε maxIters StepLength NewtonMethod.ref m x.0 f rows eval : x# F 12 / x# f i el (2^(i 1 m sum * : k 0 : x x.0 : k maxIters < h.N x# F x Hessian (1 -^x# F x Gradient - (* eval : h.N 2^sqrt ε < break StepLength GSS ≡ α x α# h.N * + F 010102 -^GoldenSectionSearch.min eval : α 1 : if x x α h.N * + eval : k k 1 + : 31 line if 21 line while x k 11 mat 21 mat 61 line :

x Rosenbrock 1 x 1 el - (2^10 x 2 el x 1 el (2^- (2^* + 11 mat :

1121 mat Rosenbrock 011 mat

x Rosenbrock 0.5 - 1.5 21 mat 0.01 500 NewtonMethod.ref 0.98893 0.97665 21 mat 2511 mat 21 mat

x Rosenbrock 0.5 - 1.5 21 mat 0.01 50 GSS NewtonMethod.ref 0.99746 0.99622 21 mat 511 mat 21 mat

x y Rosenbrock 1 x - (2^10 y x 2^- (2^* + :

11 Rosenbrock 0

x y Rosenbrock 0.5 - 1.5 21 sys 0.01 50100 NewtonMethod 1121 sys 511 mat 21 mat

x y Rosenbrock 0.5 - 1.5 21 sys 0.01 50100 NewtonMethod.GSS 0.99776 0.99661 21 sys 511 mat 21 mat

x y Rosenbrock 0.5 - 1.5 21 sys 105 -^0.01 50100 NewtonMethod.CD 0.998 0.996 21 sys 611 mat 21 mat

x y Rosenbrock 0.5 - 1.5 21 sys 105 -^0.01 50100 NewtonMethod.GSS;CD 0.99823 0.99627 21 sys 5011 mat 21 mat