Exercise Solution 2.21

Details of this solution are available as an Excel spreadsheet.

The Jacobian of f is:

[s1]

Based upon this, we apply Newton’s method with line searches. Results are indicated below.

Exhibit s1: The process converges rapidly.

A line search was used to obtain x[3]. Newton’s method originally determined x[3] = (1.7515, 1.7636), which failed criterion [2.153]. Applying a line search, yielded λ* = 0.1533. This corresponded to value x* = (1.9619, 0.5525). We set x[3] = x*. This did satisfy criterion [2.153]. No other line searches were required.

 

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