Question

In: Advanced Math

2 Optimization Use fminsearch to solve the following unconstrained optimization problem. min x∈R4 f(x) = (x1...

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.

Solutions

Expert Solution

the minimizer we find is [0.0094,-0.0009,0.0166,0.0166]

Minimum value is 1.3906e-06

No. of iterations 185


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