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MAST30013 Techniques in Operations Research
创建日期：2024-05-24 17:14:17
所属分类：数学mathematics
标签： MAST30013
Techniques in Operations Research

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MAST30013 Techniques in Operations Research

Assignment 2 Due: 5 pm, Mon, 17 April
- Solution must be typeset in LaTex.
- Please submit your solution in Canvas by the due date.
- Show all necessary working.
Consider the function f : R4 → R:
f(x) = 100(x21−x2)2+(x1−1)2+(x3−1)2+90(x23−x4)2+10.1((x2−1)2+(x4−1)2)+19.8(x2−1)(x4−1)
You are required to do a computational study comparing the below three methods for finding
stationary points and global minima of f .
i Steepest descent method;
ii Newton’s method;
iii BFGS Quasi-Newton method.
1. Create a set of instances which consists of 1000 randomly generated initial points for the
algorithms. Test the algorithms on the instance set and compare their average performance
in terms of solutions found and computational time. Use the following parameters:
• tolerance 1 = 10−2 for the three methods,
• tolerance 2 = 10−5 for the Golden section search,
• step size T = 10,
• initial points with coordinate values range xi ∈ (−10, 10), i = 1, 2, 3, 4.
(a) You should report the average performance of your algorithms in tables. For example:
f value Stationary point No. of times found Ave iterations
per search
Ave time per
search (sec)
−2 (x1, x2, x3, x4) 6 7.8 0.2157
...
(b) Classify any stationary points found as local/global optima or saddle points.
(c) Discuss, in words, the conclusion you have arrived at from your computational study.
2. Discuss the behaviour of Newton’s method for optimising f with starting point (−3,−1,−3,−1).
You need to modify the given code (f.m, GRADF.m, HESS.m and script.m) from Canvas in
order to take function f as input. Only include a screenshot of the Matlab script.m in your LaTex
submission. Do NOT include the other Matlab code.
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关键词一 关键词二 关键词三 关键词四 关键词五 和法规和的发更好的风格和 ECON 615 FINC 612 CSC148 COMP 639 ACCT 203 ACCT 211 PSYC 101 MTH2009 COMP52315 PSYCO 432 statistics MATH4063 11 xxx 1 MA1MSP MAST30028 MATH3888 CS341 EEE30002 ES2F5 MCD4160 CC0933 ECON 1101 MCHM3001 CHEM3118 COMMGMT 2511 COMP41280 STAT 631 24T1 IRE379 SENG365 ECON433 FIT3139 MATH4602 LING5621M FINS5516 ECON3208 MN2177 L2 SM EEET1415 Finance DS4023 COMP3004 7CCSMRTS K1S5B6 Stat230 CSCI4211 CSI2132 ECON30130 MAS6100 ENVS222 COM2107 INFO1112 STAT 4004 FIT2100 comp2022 COMP4691 Physics 307 Econ 659 probability CSCI316 fir29 CSCI203 COMP3160 COMP6714 INFO1113 Physics 7B Physics Photonics S203031 STAT2005 COMP90015 CSCI 2110 CSCC46 Information CSC477 COMP4650 Statistical COMP 346 COMP1017 ELEC340 MATH1007 Programming function STAT 244 CS 134 Java cse13s Math 108A FW20 ECON3389 CSE 130 Science 331 COMP9020 engineering COSC 445 CSE 5523 GAME2012 visualization MATH 235 Math 370 CSC343 COGS 108 EE524 COMP10200 STAT 416 3FK4 MSCI 311 ECON6113 ACC40700 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