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Problem Sheet 3

This document contains 12 questions regarding optimization techniques for finding the minimum of functions. The questions involve using methods like the golden ratio search, Fibonacci search, quadratic approximation, and cubic search to find minimum values for various functions over given intervals. It also involves analyzing properties of functions and the ratios of Fibonacci numbers.

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mohammed
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194 views2 pages

Problem Sheet 3

This document contains 12 questions regarding optimization techniques for finding the minimum of functions. The questions involve using methods like the golden ratio search, Fibonacci search, quadratic approximation, and cubic search to find minimum values for various functions over given intervals. It also involves analyzing properties of functions and the ratios of Fibonacci numbers.

Uploaded by

mohammed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Problem Sheet (3)

Optimization Techniques M.Sc. Electronic & Comm.

Q1. Use the golden ratio search and five-digits rounding arithmetic to find [𝑎𝑘 , 𝑏𝑘 ] for 𝑘 = 0, 1, 2
for each of the following functions. Note: Each function is unimodal on the given interval:

(a) 𝑓 (𝑥) = 𝑒 𝑥 + 2𝑥 + 𝑥 2 ⁄2 ; [−2.4, −1.6].


(b) 𝑓 (𝑥) = − sin(𝑥) − 𝑥 + 𝑥 2 ⁄2 ; [0.8, 1.6].
(c) 𝑓 (𝑥) = −4𝑥 − 𝑥 cos(𝑥) + 𝑥 2 ⁄2 ; [0.5, 2.5]
( d) 𝑓(𝑥) = 𝑥 3 − 5𝑥 2 + 23 ; [1, 5].

Q2. Use the Fibonacci search and five-digits rounding arithmetic to find [𝑎𝑘 , 𝑏𝑘 ] for 𝑘 = 0, 1, 2 for
each of the functions in problem Q1. In each case assume that 𝐹10 is the smallest Fibonacci
number satisfying a given tolerance 𝜖.

Q3. Carry out two iterations of the quadratic approximation method, using five-digit rounding
arithmetic, for each of the function in problem Q1.

Q4. Use the cubic search method and five-digit rounding arithmetic to find 𝑝1 and 𝑝2 for each of
the function in problem Q1.

Q5. The golden-ratio search is applied to a function on the given interval. Determine the length
of the kth subinterval:
(a) [0, 1] ; 𝑘 = 4.
(b) [−2.3, −1.6] ; 𝑘 = 5.
(c) [−4.6, 3.5] ; 𝑘 = 10.

Q6. For each interval and value of 𝜖, find the smallest Fibonacci number 𝐹𝑛 satisfy the inequality
{𝐹𝑛 > (𝑏0 − 𝑎0 )⁄𝜖 }.

Q7. Find the minimum of the function 𝑓 (𝑥) = 𝑥 2 − sin(𝑥) on the interval [0, 1], using the cubic
search method.

Q8. Use quadratic interpolation to estimate the location of the minimum for the function
𝑓 (𝑥) = 𝑥 4 − 2𝑥 2 + 1 on the interval [0, 2].

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Q9. Assume that the ratio of two consecutive Fibonacci numbers, 𝐹𝑘−1 /𝐹𝑘 , converges to a finite
limit 𝛼, use the relation 𝐹𝑘 = 𝐹𝑘−1 + 𝐹𝑘−2 for k>2 to show that lim (𝐹𝑘−1 /𝐹𝑘 ) = 𝛼 =
𝑘⟶∞
2⁄(1 + √5) = 0.618.

Q10. The 5th-order polynomial


𝑓 (𝑥) = −𝑥 5 + 4𝑥 4 − 12𝑥 3 + 11𝑥 2 − 2𝑥 + 1,
is known to be unimodal function on the interval [−0.5, 0.5].
(a) Find the minimum of 𝑓(𝑥) with a range of uncertainty less than 10−5 by Fibonacci
method.
(b) Repeat (a) by golden-ratio method.
(c) Repeat (a) by quadratic interpolation.
(d) Repeat (a) by cubic interpolation.
(e) Compare the computational efficiency of the methods in (a)-(d) in terms of function
evaluations.

Q11. Repeat problem (Q10) for the following functions:


(a) 𝑓 (𝑥) = ln2 (𝑥 − 2) + ln2 (10 − 𝑥) − 𝑥 0.2 ; [6, 9.9].
(b) 𝑓 (𝑥) = −3𝑥 sin(0.75𝑥) + 𝑒 −2𝑥 ; [0, 2𝜋].
(c) 𝑓 (𝑥) = 𝑒 3𝑥 + 5𝑒 −2𝑥 ; [0, 1.0].
(d) 𝑓 (𝑥) = 0.2𝑥 ln(𝑥) + (𝑥 − 2.3)2 ; [0.5, 2.5].

Q12. A convex quadratic function 𝑓(𝑥) assumes the values 𝑓1 , 𝑓2 , and 𝑓3 at 𝑥 = 𝑥1 , 𝑥2 , and 𝑥3 ,
respectively, where 𝑥1 = 𝑥2 − 𝛿 and 𝑥3 = 𝑥2 + 𝛿. Show that the minimum of the function
is given by:
(𝑓1 − 𝑓3 )2
𝑓min = 𝑓2 −
8(𝑓1 − 2𝑓2 + 𝑓3 )

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