midterm: slight correction
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2 changed files with 11 additions and 6 deletions
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@ -11,19 +11,22 @@ header-includes:
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- \usepackage[ruled,vlined]{algorithm2e}
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- \usepackage{float}
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- \floatplacement{figure}{H}
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- \hypersetup{colorlinks=true,linkcolor=blue}
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---
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\maketitle
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# Acknowledgements on group work
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- Gianmarco De Vita suggested me the use of MATLAB's equation solver for parts
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- **Gianmarco De Vita** suggested me the use of MATLAB's equation solver for parts
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of `dogleg.m`'s implementation.
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- I have discussed my solutions for exercise 1.2 and exercise 3 with several
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people, namely:
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- Gianmarco De Vita
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- Tommaso Rodolfo Masera
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- Andrea Brites Marto
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- **Gianmarco De Vita**
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- **Tommaso Rodolfo Masera**
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- **Andrea Brites Marto**
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- [This song](https://www.youtube.com/watch?v=gOPqXG0f7rE) for the divine
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inspiration that made me write the proof for Exercise 1.2.
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# Exercise 1
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@ -199,7 +202,7 @@ to be a global minimizer.
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### (b) Write down the quadratic model around a current iterate xk and explain the meaning of each term.
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$$m(p) = f + g^T p + \frac12 p^T B p \;\; \text{ s.t. } \|p\| < \Delta$$
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$$m(p) = f + g^T p + \frac12 p^T B p \;\; \text{ s.t. } \|p\| \leq \Delta$$
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Here's an explaination of the meaning of each term:
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@ -557,7 +560,9 @@ $$\hat{h}'(\alpha) = g^T (p^B - p^U) + \frac12 (p^U)^T B (p^B - p^U) + \frac12
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= (p^B - p^U)^T (g + \frac12 \cdot 2 \cdot B p^U) + \alpha (p^B - p^U)^T B
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(p^B - p^U) \leq $$$$
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\leq (p^B - p^U)^T(g + B p^U + B (p^B - p^U)) = $$$$
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=(p^B - p^U)^T(g+Bp^B) = 0$$
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=(p^B - p^U)^T(g+Bp^B) = $$$$
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=(p^B - p^U)^T(g+B \cdot (-1) \cdot B^{-1} g) = $$$$
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=(p^B - p^U)^T(g - g) = 0$$
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and we therefore obtain $\hat{h}(\alpha) \leq 0$, thus finding that the
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$m(\tilde{p})$ is indeed a decreasing function of $\tau$ or $\alpha = \tau - 1$
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