- #1
ver_mathstats
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- Homework Statement
- You are at the point (0,1). Find the minimum of the function in the direction (line) (1, 2)^T using
the Golden-Section line-search algorithm on the step-length interval [0, 1]. Stop when the length of
the interval is less than 0.2. Note: step-length interval could be described by the parameter t, and,
so, all the points along the direction (1, 2)^T
can be expressed as (0, 1) + t · (1, 2).
- Relevant Equations
- Function is: f(x1,x2)=(x2-x1^2)^2+e^x1^2
Golden Ratio (GR):0.618
My function is f(x1,x2)=(x2-x1 2)2+ex1^2
I understand the equation for finding a point is xk+1=xk+αkdk, where dk=(0,1) and x0=(0,1). For the first step I can choose α1=0.618 (GR), but how do we choose α2? In the solution manual I see they chose 0.382, was this just some arbitrary number? My assumption is that it is arbitrary. I understand afterwards I will have to compare f(x1) and f(x2). But I am struggling with how the second α2 was picked, any help would be appreciated.
I understand the equation for finding a point is xk+1=xk+αkdk, where dk=(0,1) and x0=(0,1). For the first step I can choose α1=0.618 (GR), but how do we choose α2? In the solution manual I see they chose 0.382, was this just some arbitrary number? My assumption is that it is arbitrary. I understand afterwards I will have to compare f(x1) and f(x2). But I am struggling with how the second α2 was picked, any help would be appreciated.