Consider the so-called Rosenbrock (banana) function: 100(x2 - æž)2 + (1 – «1) a.) Give the gradient, the Hessian and the

[answerhappygod]

Consider The So Called Rosenbrock Banana Function 100 X2 Aez 2 1 1 A Give The Gradient The Hessian And The 1 (48.51 KiB) Viewed 185 times

Consider the so-called Rosenbrock (banana) function: 100(x2 - æž)2 + (1 – «1) a.) Give the gradient, the Hessian and the second order Taylor series expansion of this function. b.) Apply the Pattern Search algorithm to minimize this function. Initialize the algo rithm as follows: 2° = (-1,1); df = (1,1); d? = (-1,1); and parameter setting: 1 C = E=0.1. 2 Make just 4 iteration cycles, i.e., you add/drop points four times. in