Graphics Programs Reference
In-Depth Information
EXAMPLE 10.5
Use the Fletcher-Reeves method to locate the minimum of
10 x 1 +
3 x 2
=
10 x 1 x 2 +
F ( x )
2 x 1
00 T .
Start with x 0 =
Solution Since F ( x ) isquadratic, we need only two iterations. The gradientof F is
20 x 1
10 x 2 +
2
F ( x )
=
10 x 1 +
6 x 2
First iteration:
2
0
2
0
2 s
0
g 0 =−
F ( x 0 )
=
v 0 =
g 0 =
x 0 +
s v 0 =
10(2 s ) 2
3(0) 2
f ( s )
=
F ( x 0 +
s v 0 )
=
+
10(
2 s )(0)
+
2(
2 s )
40 s 2
=
4 s
f ( s )
=
80 s
4
=
0
s
=
0
.
05
0
0
05
2
0
0
.
1
x 1 =
x 0 +
s v 0 =
+
0
.
=
0
Second iteration:
0
20(
0
.
1)
+
10(0)
2
g 1 =−
F ( x 1 )
=
=
10(
0
.
1)
6(0)
1
.
0
g 1 ·
g 1
1
0
4
.
γ =
g 0 =
=
0
.
25
g 0 ·
0
25
2
0
0
.
5
v 1 =
g 1 + γ
v 0 =
+
0
.
=
1
.
0
1
.
0
s
.
.
.
.
0
1
0
5
0
1
0
5 s
x 1
+
s v 1
=
+
=
0
1
.
0
s
f ( s )
=
F ( x 1 +
s v 1 )
5 s ) 2
s ) 2
=
10(
0
.
1
0
.
+
3(
10(
0
.
1
0
.
5 s )(
s )
+
2(
0
.
1
0
.
5 s )
5 s 2
=
0
.
s
0
.
1
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