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Region Elimination Method

The document describes several numerical methods for finding the minimum of an unimodal function over a given interval: 1) The region elimination method iteratively halves the interval and eliminates regions where the minimum cannot lie based on the sign of the function's derivative at interval points. 2) The golden section search method similarly eliminates regions using the derivative sign but chooses points in a specific ratio for narrowing the interval. 3) Newton's method approximates the function as a quadratic near the minimum and iteratively estimates new points using the derivative and its slope. 4) The bisection method halves the interval on each iteration until a minimum is bracketed within a small width. It relies only on evaluating the function,

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249 views17 pages

Region Elimination Method

The document describes several numerical methods for finding the minimum of an unimodal function over a given interval: 1) The region elimination method iteratively halves the interval and eliminates regions where the minimum cannot lie based on the sign of the function's derivative at interval points. 2) The golden section search method similarly eliminates regions using the derivative sign but chooses points in a specific ratio for narrowing the interval. 3) Newton's method approximates the function as a quadratic near the minimum and iteratively estimates new points using the derivative and its slope. 4) The bisection method halves the interval on each iteration until a minimum is bracketed within a small width. It relies only on evaluating the function,

Uploaded by

Saujanya Sahu
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© © All Rights Reserved
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Region Elimination Method

Rajib Kumar Bhattacharjya


Department of Civil Engineering
Indian Institute of Technology Guwahati
a x1 x2 b
a x1 x2 b
a X1 X2 b
Interval halving method

a X1 Xm X2 b
Interval halving method

a x1 Xm X2 b
Interval halving method

a x1 Xm X2 b
Interval halving method
In this case

a x1 Xm X2 b
Interval halving method
In this case

CONTINUE

a Xm b
x1 X2
Golden Section Search Method
Apply region
elimination rules
1   Suppose
    
 1 

a X2 X1 b

L
Golden Section Search Method
Apply region
elimination rules
Suppose
1  

 1 

a X2 X2
X1 b

L
Golden Section Search Method

1 



Continue iteration

a X1
X2 b
Newton-Raphson method
  
 =
 

Rearranging and putting   =0



 = 



Continue iteration



Newton-Raphson method
Incase optimization problem,  =0

Considering  =  = 



 = 


F Continue iteration


QUIZ

1. If  is an unimodal convex function in the interval ,  , then   ×   is


a) Positive
b) Negative
c) It may be negative or may be positive
d) None of the above

2. For the same function, take any point  between ,  . If  is less than 0, then
minima does not lie in
a) , 
b) , 
c) , 
d) None of the above

2. For the same function, take any point  between ,  . If  is greater than 0,
then minima does not lie in
a) , 
b) , 
c) , 
d) None of the above

Bisection method Take a point  = 2
   0 then area between ,  will
be eliminated
   0 then area between ,  will
be eliminated

  

Disadvantage
 Magnitude of the derivatives is
considered
Apply region Considering similar triangle
elimination technique
In this case   0
then area between , will be    
eliminated =
  


= 
  
 

  

 
 

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