In: Advanced Math
Find the maximum of
f(?1,?2)=4x1+ 2?2 +
?12 − 2?14 +
2?1?2 − 3?22 using the
steepest ascent method with initial guess ?1=0 and
?2=0.
(a) Find the gradient vector and Hessian matrix for the function
f(?1,?2).
(b) Perform two iterations of the steepest ascent method.