diff --git a/Claudio_Maggioni_midterm/Claudio_Maggioni_midterm.md b/Claudio_Maggioni_midterm/Claudio_Maggioni_midterm.md index 7ee0629..d10975b 100644 --- a/Claudio_Maggioni_midterm/Claudio_Maggioni_midterm.md +++ b/Claudio_Maggioni_midterm/Claudio_Maggioni_midterm.md @@ -148,7 +148,45 @@ monotonically decreases. ## Point 1 -TBD +### (a) For which kind of minimization problems can the trust region method be used? What are the assumptions on the objective function? + +### (b) Write down the quadratic model around a current iterate xk and explain the meaning of each term. + +$$m(p) = f + g^T p + \frac12 p^T B p \;\; \text{ s.t. } \|p\| < \Delta$$ + +$\Delta$ is the trust region radius. +$p$ is the trust region step. +$g$ is the gradient at the current iterate $x_k$. +$B$ is the hessian at the current iterate $x_k$. + +### (c) What is the role of the trust region radius? + +Limit confidence of model. I.e. it makes the model refrain from taking wide +quadratic steps when the quadratic model is considerably different from the real +objective function. + +### (d) Explain Cauchy point, sufficient decrease and Dogleg method, and the connection between them. + +Cauchy point provides sufficient decrease, but makes method like linear method. + +Dogleg method allows for mixing purely linear iteration and purely quadratic one +along the "dogleg" path picking the furthest point inside or on the edge of the +region. + +Dogleg uses cauchy point if the trust region does not allow for a proper dogleg +step since it is too slow. + +Cauchy provides linear convergence and dogleg superlinear. + +### (e) Write down the trust region ratio and explain its meaning. + +$$\rho_k = \frac{f(x_k) - f(x_k + p_k)}{m_k(0) - m_k(p_k)}$$ + +Real decrease over predicted decrease + +Test "goodness" of model. + +### (f) Does the energy decrease monotonically when Trust Region method is employed? Justify your answer. ## Point 2 diff --git a/Claudio_Maggioni_midterm/Claudio_Maggioni_midterm.pdf b/Claudio_Maggioni_midterm/Claudio_Maggioni_midterm.pdf index e31878e..db1d347 100644 Binary files a/Claudio_Maggioni_midterm/Claudio_Maggioni_midterm.pdf and b/Claudio_Maggioni_midterm/Claudio_Maggioni_midterm.pdf differ