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ES 204
Numerical Methods in Engineering
What is the difference between finding
roots and finding optima?
Process of creating something that is as effective as
possible
Usual strategy: you can differentiate the function and locate the root (i.e., the zero) of the
new function
Example: Determining the Optimum
Analytically by Root Location
Determine the time and magnitude of the peak elevation based on:
Elevation as a function of time for an
object initially projected upward with an
initial velocity
z = altitude (m) above the earths surface (defined as z = 0), z0 = initial altitude (m), m = mass
(kg), c = a linear drag coefficient (kg/s), v0 = initial velocity (m/s), and t = time (s)
Use the following parameter values for your calculation: g = 9.81 m/s2, z0 = 100 m, v0 = 55
m/s, m = 80 kg, and c = 15 kg/s
0
What are one- and multi-dimensional
optimization problems?
Process of finding a maximum versus finding a minimum is identical; same value x both
minimizes f (x) and maximizes f (x)
What is the golden-section search
method for 1D optimization?
Suppose we are interested in determining the minimum of a one-dimensional function
We now define an interval [xl xu] containing a single minimum (unimodal)
(golden ratio)
First iteration:
The bracket for next iteration is [0.9443 2.4721]; next x2 is old x1; x2 = 1.5279
Example: Golden Section Search
Use the golden-section search to find the minimum of
within the interval from xl = 0 to xu = 4.
Use the following parameter values for your calculation: g = 9.81 m/s2, z0 = 100 m, v0 = 55
m/s, m = 80 kg, and c = 15 kg/s
x4 - value of x that corresponds to the optimum value of the parabolic fit to the guesses
Example: Parabolic Interpolation
Use parabolic interpolation to approximate the minimum of
with initial guesses of x1= 0, x2 = 1, and x3 = 4
First iteration:
f(x4) < f(x2) < f(x1) < f(x3) and [x1 x2 x4 x3]; retain the bracket [x2 x4 x3]
Second iteration:
f(x4) < f(x2) < f(x1) < f(x3) and [x1 x4 x2 x3]; retain the bracket [x1 x4 x2]
Example: Parabolic Interpolation
Within five iterations, the result is converging rapidly on the true value of 1.7757
at x = 1.4276.
Use the following parameter values for your calculation: g = 9.81 m/s2, z0 = 100 m, v0 = 55
m/s, m = 80 kg, and c = 15 kg/s
Example: Visualizing a 2D Function for
2D Optimization Problems
Use Octaves graphical capabilities to display the following function and visually estimate its
minimum in the range -2 x1 0 and 0 x2 3: