Write the computer code to perform a univariate search to find the minimum of this function. y = (x1− 8)2+ (x2− 6)2+ 15Abs[(x1− 2)(x2− 4)] − 300Exp{−[(x1− 9)2+ (x2− 9)2]}. Search along the curve defined by x2= 0.1x12, and use the constraint S <>
from which you can either integrate numerically to get a value for “S” or use a table of integrals to find an explicit equation for the value of “S.” Use a univariate algorithm from each category: second-order (successive quadratic, or secant/Newton’s) and direct (Golden Section, heuristic, LF). For each optimization algorithm, implement the constraint as “soft” (as a penalty added to the OF) and as “hard.” This is a total of four investigations. Show the effect of too large and too small values of the multiplier in the constraint penalty. Could you implement a hard constraint on successive quadratic, secant/ Newton’s, or Golden Section?
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here