laboct7 - a power) concentrating at the optimum. 2 Two...

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Lab 6: Optimization Andrew J. Womack October 7, 2011 1 One dimensional problem Create a sample from an exponential distribution make a function evaluating the log likeli- hood. 1. Use optimize to find the global maximum. 2. Use sampling over the positive real line to optimize. 3. Use stochastic N-R to optimize. 4. Use EM to optimize. 5. Make a plot of different temperatures (properly normalized) to show the likelihood (to
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Unformatted text preview: a power) concentrating at the optimum. 2 Two dimensional problem Consider the function h ( x,y ) =-x 2 (3 + sin(2 y )-cos( x ))-y 2 (3 + sin(2 x )-cos( y )) 1. Make a perspective plot. 2. Use Stochastic N-R to optimize. 3. Use SA to optimize. 3 Simple Simulate Annealing Use SA to nd the maximum of the function h ( x ) = (cos(50 x ) + sin(20 x )) 2 1...
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This note was uploaded on 01/29/2012 for the course STAT 6866 taught by Professor Womack during the Fall '11 term at University of Florida.

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