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Consider the following optimization problem: minimize f(x) n subject to Σα; = r, i=1 where r> 0 is a given scalar. 1. Wr
Posted: Fri Jun 10, 2022 11:54 am
by correctanswer
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Consider the following optimization problem: minimize f(x) n subject to Σα; = r, i=1 where r> 0 is a given scalar. 1. Write down the FONC and SONC for this problem. = 2. Consider the specific case f(x) 1/2x¹x, where x = R²2 and r = z. Here z is the last digit of your student ID (as in Problem 1). Use the steepest descent algorithm on the unconstrained Lagrangian version of this problem to compute the optimal solution. Select the parameters of the algorithm based on your intuition.