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OptimizationTheoryAndMethods_SunYuan_2006.Chap02.Exercise_2_6

def chapter02Exercise26Objective (x : EuclideanSpace (Fin 2)) :

The objective f(x) = x₁^4 + x₁^2 + x₂^2 from Exercise 2.6, encoded on ℝ².

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    noncomputable def chapter02Exercise26CurrentPoint :
    EuclideanSpace (Fin 2)

    The current point (1, 1) used in Exercise 2.6.

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      noncomputable def chapter02Exercise26SearchDirection :
      EuclideanSpace (Fin 2)

      The search direction (-3, -1) used in Exercise 2.6.

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        noncomputable def chapter02Exercise26Phi :

        The one-dimensional line-search profile α ↦ f(xk + α • dk) for Exercise 2.6.

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          The explicit derivative φ'(α) = 324 α^3 - 324 α^2 + 128 α - 20 of the Exercise 2.6 line-search profile.

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            noncomputable def chapter02Exercise26NextPoint :
            EuclideanSpace (Fin 2)

            The accepted Wolfe-rule update point (-1 / 2, 1 / 2) from Exercise 2.6.

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              theorem search_ray_eq (α : ) :
              chapter02Exercise26CurrentPoint + α chapter02Exercise26SearchDirection = (EuclideanSpace.equiv (Fin 2) ).symm ![1 - 3 * α, 1 - α]

              Helper for Chapter02 Exercise 2.6: the search ray from (1, 1) in direction (-3, -1) has the explicit coordinate form (1 - 3 α, 1 - α).

              theorem phi_eq_profile (α : ) :
              chapter02Exercise26Phi α = (1 - 3 * α) ^ 4 + (1 - 3 * α) ^ 2 + (1 - α) ^ 2

              Helper for Chapter02 Exercise 2.6: the line-search profile is the scalar quartic obtained by substituting the explicit search ray into f(x₁, x₂) = x₁^4 + x₁^2 + x₂^2.

              Helper for Chapter02 Exercise 2.6: the accepted half-step update lands at (-1 / 2, 1 / 2).

              Chapter02 Exercise 2.6 (1): the half-step α = 1 / 2 satisfies the Wolfe rule with ρ = 1 / 10 and σ = 1 / 2, and the resulting update point is (-1 / 2, 1 / 2).

              Chapter02 Exercise 2.6 (2): the trial steplength α = 1 does not satisfy the Wolfe rule for the Exercise 2.6 line-search profile with ρ = 1 / 10 and σ = 1 / 2.

              Chapter02 Exercise 2.6 (3): the trial steplength α = 1 / 2 satisfies the Wolfe rule for the Exercise 2.6 line-search profile with ρ = 1 / 10 and σ = 1 / 2.

              Chapter02 Exercise 2.6 (4): the trial steplength α = 1 / 10 does not satisfy the Wolfe rule for the Exercise 2.6 line-search profile with ρ = 1 / 10 and σ = 1 / 2.