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Optimization: One-Dimensional Unconstrained Optimization

The document discusses several methods for one-dimensional unconstrained optimization including golden-section search, parabolic interpolation, and Newton's method. Golden-section search uses the golden ratio to iteratively search between upper and lower bounds to find the minimum or maximum of a unimodal function. Parabolic interpolation fits a parabola to three function points to estimate the optimal value. Newton's method approximates the function locally with a tangent line and iteratively finds better estimates using the derivative to update the next estimate. The document provides examples of each method.

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101 views

Optimization: One-Dimensional Unconstrained Optimization

The document discusses several methods for one-dimensional unconstrained optimization including golden-section search, parabolic interpolation, and Newton's method. Golden-section search uses the golden ratio to iteratively search between upper and lower bounds to find the minimum or maximum of a unimodal function. Parabolic interpolation fits a parabola to three function points to estimate the optimal value. Newton's method approximates the function locally with a tangent line and iteratively finds better estimates using the derivative to update the next estimate. The document provides examples of each method.

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Anonymous YbhqsKslHc
Copyright
© © All Rights Reserved
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OPTIMIZATION

One-Dimensional Unconstrained
Optimization
One-Dimensional Unconstrained
Optimization
› ITRODUCTION
› GOLDEN-SECTION SEARCH
› PARABOLIC INTERPOLATION
› NEWTON’S METHOD
› IF-ELSE
INTRODUCTION
› Study Objectives
› Computer Objectives
› Global-Local
INTRODUCTION
What are the components of an optimization problem?
› An objective function to be minimized or maximized.
› A decision variable
› Constraints
INTRODUCTION
Unimodal
› A function is unimodal on an interval [a,b] if it contains a
single answer
› the interval should contain a single maximum
GOLDEN-SECTION SEARCH
› Step 1
Guess bounds Xl & Xu
› Step 2
Find The Golden Ratio
GOLDEN-SECTION SEARCH
› Step 3
Deriving an Algorithm

The function is evaluated at these two


interior points. Two results can occur
GOLDEN-SECTION SEARCH
› Step 3
Deriving an Algorithm
If F(X1) > F(X2)
i. old X2 = new Xl
ii. old X1 = new X2
iii. Calculate new d
iv. Calculate new x1
v. Old Xu = new Xu
GOLDEN-SECTION SEARCH
› Step 3
Deriving an Algorithm
If F(X2) > F(X1)
i. old X1 = new Xu
ii. old X2 = new X1
iii. Calculate new d
iv. Calculate new X2
v. Old Xl = new Xl
GOLDEN-SECTION SEARCH
› Step 3
Deriving an Algorithm
And calculating maximum error

› Step 4
If εa <= given εa
Terminate
GOLDEN-SECTION SEARCH
› Example
GOLDEN-SECTION SEARCH
› Example
GOLDEN-SECTION SEARCH
› Example
PARABOLIC INTERPOLATION
› a second-order polynomial often provides a good
approximation to a Parabola
› there is only one quadratic polynomial or parabola
connecting three points
› If we have three points that jointly bracket an optimum we
can fit a parabola to the points
› Then we can differentiate it, set the result equal to zero
› and solve for an estimate of the optimal x.
PARABOLIC INTERPOLATION
PARABOLIC INTERPOLATION
› It can be shown through some algebraic manipulations that
the result is
PARABOLIC INTERPOLATION
Deriving an Algorithm
› Step 1
find X3
› Step 2
X0 = X1
X1 = X2
X2 = X3
NEWTON’S METHOD
› Find f(x)
› Find f’(x)
› Find f’'(x) ≠ 0
› Have an initial guess Xi
› Solve Using this equation until Xi ≈ Xi+1
› Or until f’(Xi) ≈ 0
NEWTON’S METHOD
› Example
NEWTON’S METHOD
› Example
AE1

NEWTON’S METHOD
› Example using Excel
Slide 21

AE1 Abdallah Elhasany, 9/11/2018


IF-ELSE
› If-else is used in decision making
› It is used to executes a block of code if a specified
condition is true
› If the condition is false another block of
code can be executed
IF-ELSE
› Example
› Questions
› Assignment

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