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Unconstrained Optimization Computer Project

Implement your procedures on a computer.

1. Steepest Descent Algorithm. See Problem 10 in the document ‘[url removed, login to view]’ for details. For 10.(a) you may use any of the linear search algorithms covered in class.

2. Newton Algorithm. Test your algorithm using the same problems as in 10.(d).

3. BFGS Quasi-Newton Algorithm. See Problem 11 in the document ‘[url removed, login to view]’ for details. For 11.(a) you may use any of the linear search algorithms covered in class.

4. Conjugate Gradient Algorithm. For line search, you may use any of the linear search algorithms covered in class.

スキル: アルゴリズム, Matlab and Mathematica

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