MIE376 Lec 5 - NLPQPv2.page08

MIE376 Lec 5 - NLPQPv2.page08 - t ∇ f x such that t>0...

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MIE376 - Mathematical Programming 8 Steepest Ascent/Descent ± Assume smooth f(x 1 ,x 2 ,…,x n ) ± Start at arbitrary point x ± Determine direction of steepest ascent/descent ± Determine optimal step size using golden search ² Min f[ x
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Unformatted text preview: + t ∇ f( x ) ], such that t>0 ± Take the step x Æ x + t* ∇ f( x ) ± If || ∇ f( x ) || ~ 0 stop, otherwise return to 2 nd step ( ) n x f x f x f f ∂ ∂ ∂ ∂ ∂ ∂ = ∇ / ... / / ) ( 2 1 x...
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This note was uploaded on 07/10/2011 for the course MIE 376 taught by Professor Daniel during the Spring '11 term at University of Toronto.

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