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=QE2012_AC-3_ECE580-1=
 
=QE2012_AC-3_ECE580-1=
  
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<font face="serif"></font><math>\color{blue}\text{Related Problem: For function }</math>  
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<font face="serif"></font><math>\color{blue}\text{Related Problem: }</math>  
 
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<math>
&nbsp; &nbsp; &nbsp; &nbsp;&nbsp;<math>f\left( x_{1},x_{2}  \right) =\frac{1}{3} x_{1}^{3} + \frac{1}{3} x_{2}^{3} -x_{1}x_{2}</math>  
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\text{Find the final uncertainty range using the Fibonacci method after 6 iterations }
 
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</math>
<math>\color{blue} \text{Find point(s) that satisfy FONC and check if they are strict local minimizers.}</math>  
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<math>
 
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\text{Assume the last step has the form: }
<math>\color{blue}\text{Solution:}</math>
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1-\rho_{N-1}=\frac{F_2}{F_3}=\frac{2}{3}
 
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\text{The initial range is 10}
<math>\text{Applying FONC gives } \nabla f\left ( x \right )=\begin{bmatrix}
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</math>
x_{1}^{2}-x_{2}\\
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x_{2}^{2}-x_{1}
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\end{bmatrix}=0</math>
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&nbsp; &nbsp; &nbsp; &nbsp;&nbsp;<math>\Rightarrow x^{\left ( 1 \right )}=\begin{bmatrix}
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0\\
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0
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\end{bmatrix} \text{ and }x^{\left ( 2 \right )}=\begin{bmatrix}
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1\\
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1
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\end{bmatrix}</math>
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<math>\text{The Hessian matrix: } F\left ( x \right )=\begin{bmatrix}
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2x_{1} & -1\\
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-1 & 2x_{2}
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\end{bmatrix}</math>  
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&nbsp; &nbsp; &nbsp; &nbsp;&nbsp;<math>\text{The matrix } F\left ( x^{\left ( 1 \right )} \right )=\begin{bmatrix}
 
0 & -1\\
 
-1 & 0
 
\end{bmatrix} \text{ is indefinite. The point is not a minimizer.}</math>
 
  
&nbsp; &nbsp; &nbsp; &nbsp;&nbsp;<math>\text{The matrix } F\left ( x^{\left ( 2\right )} \right )=\begin{bmatrix}
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'''Solution:'''
0 & -1\\
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<math>
-1 & 0
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\text{The reduction factor is } \frac{F_{2}}{F_{7+1}} =\frac{1}{34}
\end{bmatrix} \text{ is positive definite. }</math>  
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\text{, So the final range is }
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10 \frac{F_{2}}{F_{7+1}}= \frac{5}{17}
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</math>
  
<math>\therefore x^{\left ( 2 \right )}=\begin{bmatrix}
 
1\\
 
1
 
\end{bmatrix} \text{ satisfies SOSC to be a strict local minimizer.}</math>
 
  
 
[[ QE2012 AC-3 ECE580|Back to QE2012 AC-3 ECE580]]
 
[[ QE2012 AC-3 ECE580|Back to QE2012 AC-3 ECE580]]

Latest revision as of 10:11, 13 September 2013


QE2012_AC-3_ECE580-1

Part 1,2,3,4,5

(i)
Solution:

   The reduction factor is (1 − ρ1)(1 − ρ2)(1 − ρ3)...(1 − ρN − 1)
  Since 
  $  1- \rho_{N-1} = \frac{F_{2}}{F_{3}} = \frac{2}{3},  $
  we have 
  $  1- \rho_{N-2} = \frac{F_{3}}{F_{4}} $     and so on.
   Then, we have
  $  (1- \rho_{1})(1- \rho_{2})(1- \rho_{3})...(1- \rho_{N-1}) = \frac{F_{N}}{F_{N+1}}   \frac{F_{N-1}}{F_{N}}   ...   \frac{F_{2}}{F_{3}} = \frac{F_{2}}{F_{N+1}} $
  Therefore, the reduction factor is
  $ \frac{2}{F_{N+1}} $


Solution 2:

The uncertainty interval is reduced by $ (1- \rho_{1})(1- \rho_{2})(1- \rho_{3})...(1- \rho_{N-1}) = \frac{F_{N}}{F_{N+1}} \frac{F_{N-1}}{F_{N}} ... \frac{F_{2}}{F_{3}} = \frac{F_{2}}{F_{N+1}} $


(ii)
Solution:

      Final Range: 1.0; Initial Range: 20.
      $  \frac{2}{F_{N+1}} \le \frac{1.0}{20} $, or $  F_{N+1} \ge 40 $ 
      So, N + 1 = 9
      Therefore, the minimal iterations is N-1 or 7.


Solution 2:

Since the final range is $ 1.0 $ and the initial range is $ 20 $, we can say $ \frac{2}{F_{N+1}} \le \frac{1.0}{20} or equivalently F_{N+1}} \ge 40 $ From the inequality, we get $ F_{N+1} \ge 40 , so N+1=9 $. Therefore the minimum number of iteration is N-1=7




$ \color{blue}\text{Related Problem: } $ $ \text{Find the final uncertainty range using the Fibonacci method after 6 iterations } $ $ \text{Assume the last step has the form: } 1-\rho_{N-1}=\frac{F_2}{F_3}=\frac{2}{3} \text{The initial range is 10} $


Solution: $ \text{The reduction factor is } \frac{F_{2}}{F_{7+1}} =\frac{1}{34} \text{, So the final range is } 10 \frac{F_{2}}{F_{7+1}}= \frac{5}{17} $


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