HW6 - (b) Choose some arbitrary P. (c) Comment on your...

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ELE 704 Optimization HW6 Due 3 April, 2007 1. Implement Steepest Descent Algorithm in MATLAB with two choices of quadratic norm for the function given in HW5. (a) Let P = H ( x ) where H ( x ) is the Hessian of the function.
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Unformatted text preview: (b) Choose some arbitrary P. (c) Comment on your results. 2. Explain how to find a steepest descent direction in the l ∞ norm and give a simple interpretation. 1...
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