May 2015
Intermediate to advanced
466 pages
10h 33m
English
Content preview from Optimization
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70 Optimization: Algorithms and Applications
is compared with the rst-order, steepest descent method. The conjugate
method does not show sluggishness in reaching the minimum point.
Initial function value = 1452.2619
No. x-vector f(x) Deriv.
─────────────────────────────────────────────
1 0.095 0.023 -2.704 1006.074
2 0.178 0.145 -5.404 37.036
3 0.507 0.136 -9.627 23.958
4 0.510 0.123 -9.655 4.239
5 0.505 0.121 -9.656 0.605
6 0.504 0.122 -9.656 0.340
7 0.504 0.122 -9.656 0.023
─────────────────────────────────────────────
3.4.6 DFP Method
In the DFP method, the inverse of the Hessian is approximated by a
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