|
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.
 |
| k |
 |
 |
 |
| 1 |
|
(1.0000, 1.0000) |
|
(2.0000, 0.3333) |
|
(1.9619, 0.5525) |
|
(1.7507, 1.0072) |
|
(1.7478, 0.9233) |
|
(1.7476, 0.9148) |
|
(1.7476, 0.9147) |
|
|
(–1.0000, –4.0000) |
|
(–0.9259, 3.9259) |
|
(–0.6817, 3.2208) |
|
(0.3427, –0.4232) |
|
(0.0288, –0.0368) |
|
(0.0003, –0.0004) |
|
(0.0000, 0.0000) |
|
| 2 |
| 3 |
| 4 |
| 5 |
| 6 |
| 7 |
 |
A line search was used to obtain
. Newton’s
method originally determined
=
(1.7515, 1.7636), which failed criterion [2.152]. Applying a line search,
yielded * =
0.1533. This corresponded to value x* = (1.9619, 0.5525). We set
= x*.
This did satisfy criterion [2.152]. No other line searches were required. |