Problem Sheet (3)

Optimization Techniques M.Sc. Electronic & Comm.

Q1. Use the golden ratio search and five-digits rounding arithmetic to find [𝑎𝑘 , 𝑏𝑘 ] for 𝑘 = 0, 1, 2
for each of the following functions. Note: Each function is unimodal on the given interval:

(a) 𝑓 (𝑥) = 𝑒 𝑥 + 2𝑥 + 𝑥 2 ⁄2 ; [−2.4, −1.6].

(b) 𝑓 (𝑥) = − sin(𝑥) − 𝑥 + 𝑥 2 ⁄2 ; [0.8, 1.6].
(c) 𝑓 (𝑥) = −4𝑥 − 𝑥 cos(𝑥) + 𝑥 2 ⁄2 ; [0.5, 2.5]
( d) 𝑓(𝑥) = 𝑥 3 − 5𝑥 2 + 23 ; [1, 5].

Q2. Use the Fibonacci search and five-digits rounding arithmetic to find [𝑎𝑘 , 𝑏𝑘 ] for 𝑘 = 0, 1, 2 for
each of the functions in problem Q1. In each case assume that 𝐹10 is the smallest Fibonacci
number satisfying a given tolerance 𝜖.

Q3. Carry out two iterations of the quadratic approximation method, using five-digit rounding
arithmetic, for each of the function in problem Q1.

Q4. Use the cubic search method and five-digit rounding arithmetic to find 𝑝1 and 𝑝2 for each of
the function in problem Q1.

Q5. The golden-ratio search is applied to a function on the given interval. Determine the length
of the kth subinterval:
(a) [0, 1] ; 𝑘 = 4.
(b) [−2.3, −1.6] ; 𝑘 = 5.
(c) [−4.6, 3.5] ; 𝑘 = 10.

Q6. For each interval and value of 𝜖, find the smallest Fibonacci number 𝐹𝑛 satisfy the inequality
{𝐹𝑛 > (𝑏0 − 𝑎0 )⁄𝜖 }.

Q7. Find the minimum of the function 𝑓 (𝑥) = 𝑥 2 − sin(𝑥) on the interval [0, 1], using the cubic
search method.

Q8. Use quadratic interpolation to estimate the location of the minimum for the function
𝑓 (𝑥) = 𝑥 4 − 2𝑥 2 + 1 on the interval [0, 2].

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Q9. Assume that the ratio of two consecutive Fibonacci numbers, 𝐹𝑘−1 /𝐹𝑘 , converges to a finite
limit 𝛼, use the relation 𝐹𝑘 = 𝐹𝑘−1 + 𝐹𝑘−2 for k>2 to show that lim (𝐹𝑘−1 /𝐹𝑘 ) = 𝛼 =
𝑘⟶∞
2⁄(1 + √5) = 0.618.

Q10. The 5th-order polynomial

𝑓 (𝑥) = −𝑥 5 + 4𝑥 4 − 12𝑥 3 + 11𝑥 2 − 2𝑥 + 1,
is known to be unimodal function on the interval [−0.5, 0.5].
(a) Find the minimum of 𝑓(𝑥) with a range of uncertainty less than 10−5 by Fibonacci
method.
(b) Repeat (a) by golden-ratio method.
(c) Repeat (a) by quadratic interpolation.
(d) Repeat (a) by cubic interpolation.
(e) Compare the computational efficiency of the methods in (a)-(d) in terms of function
evaluations.

Q11. Repeat problem (Q10) for the following functions:

(a) 𝑓 (𝑥) = ln2 (𝑥 − 2) + ln2 (10 − 𝑥) − 𝑥 0.2 ; [6, 9.9].
(b) 𝑓 (𝑥) = −3𝑥 sin(0.75𝑥) + 𝑒 −2𝑥 ; [0, 2𝜋].
(c) 𝑓 (𝑥) = 𝑒 3𝑥 + 5𝑒 −2𝑥 ; [0, 1.0].
(d) 𝑓 (𝑥) = 0.2𝑥 ln(𝑥) + (𝑥 − 2.3)2 ; [0.5, 2.5].

Q12. A convex quadratic function 𝑓(𝑥) assumes the values 𝑓1 , 𝑓2 , and 𝑓3 at 𝑥 = 𝑥1 , 𝑥2 , and 𝑥3 ,
respectively, where 𝑥1 = 𝑥2 − 𝛿 and 𝑥3 = 𝑥2 + 𝛿. Show that the minimum of the function
is given by:
(𝑓1 − 𝑓3 )2
𝑓min = 𝑓2 −
8(𝑓1 − 2𝑓2 + 𝑓3 )

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