MIE376 Lec 5 - NLPQPv2.page08

MIE376 Lec 5 - NLPQPv2.page08 - + t f( x ) ], such that...

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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 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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