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Optimization

Optimization methods

Steepest descent and Newton's method

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Make the program to solve this problem using each of the following methods starting with the point (x01,x02) = (0,0). (a) Steepest decent method for which the stepsize at each iteration is selected using the minimization rule. (b) Newton’s method for which the stepsize at each iteration is selected using the Armijo rule with s= 1,σ= 0.1, andβ= 0.5.

Conditional gradient Method

Use the conditional gradient method with the limited min-imization stepsize rule for the following problem: image

  • Armijo rule for determining step-size

Primal-dual interior point method

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