In: Advanced Math
2 Optimization
Use fminsearch to solve the following unconstrained optimization problem. min x∈R4 f(x) = (x1 + 10x2)^2 + 5(x3 − x4)^2 + (x2 − 2x3)^4 + 10(x1 − x4)^4
Use the following as initial guess x0 = [3 -1 0 1] (x0 us a column not a row)
What is the minimizer you find, and what is the value of the objective function f(x) at that point?
Also, report the number of iterations taken to converge.
the minimizer we find is [0.0094,-0.0009,0.0166,0.0166]
Minimum value is 1.3906e-06
No. of iterations 185