Compute direction of deepest descent


Given the Unconstrained Function,

F =   x1²  +  1/x1  +  x2  +  1/x2

Question(a) At  x1 =2    &    x2 = 2, calculate gradient of F.

Question(b) And then, calculate the direction of the deepest descent.

Question(c) Using the direction of the steepest descent from (b), update the design by the standard formula:   x¹ =  x° +  αS¹

Evaluate x1, x2& F for   α=0, 0.2, 0.5, & 1.0 and plot the curve of F versus α.

Question(d) Write the equation for F in terms of  α alone.  Discuss the character of the function.

Question(e) From (d), calculate  dF/dα  at α=0.

Question(f) Calculate the scalar product  ∇F•S using the results of (a) and (b) and compare this with the result of (e).

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Mathematics: Compute direction of deepest descent
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