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HW10 - imization procedure in the inner loop ii Plot the...

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ELE 704 Optimization HW10 Due 1 June, 2007 1. For the logarithmic barrier method, consider the following problem min f ( x ) = log( e x + e ° x ) s.t. x 2 ° 1 : 1 x + 0 : 1 ± 0 (a) Plot f ( x ) and t ² f ( x )+ ° ( x ) for several values of t where x 2 [ ° 1 ; 2] ; and indicate the feasible region. Label x ± and x ± ( t ) : (b) Write the MATLAB code for the logarithmic barrier method. Start- ing at x (0) = ° 0 : 5 and at x (0) = 0 : 15 i. run the barrier method using the Newton°s method for the min-
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Unformatted text preview: imization procedure in the inner loop. ii. Plot the trajectory of the progress of the algorithm on the ±gure of part ( a ) until su¢ ciently large t is approached in the outer loop. Also draw f ( x ( k ) ) & p ± vs. number of total iteration (inner and outer). (You may want to draw in the logarithmic scale.) 1...
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