Exercise "RootFinding and Optimization"
- Implement the Modified Newton's method and the
downhill simplex method.
- Find the minima of the Rosenbrock's banana function,
f(x,y)=(1-x)²+100(y-x²)².
- Find the minima of the Himmelblau's function,
f(x,y)=(x²+y-11)²+(x+y²-7)².
- Solve the system of equations (1-x)=0, 10(y-x²)=0.
- Implement the Broyden's quasi-Newton's method.
- Compare the three methods with respect to the number of calls of
the function under optimization.
- Compare the following two strategies of for expansion (after
successful reflection) in the downhill simplex method:
- perform "expansion" against the old centroid
- perform "expansion" against the new centroid
- Make some other interesting examples.