We want to find the minimum of the following function:
F(x)=(1)/(2)x^(T)[[6,-2],[-2,6]]x+[[-1,-1]]x.
i. Sketch a contour plot of this function.
ii. Sketch the trajectory of the steepest descent algorithm on the contour plot of part (i), if the initial guess is x_(0)=[[0,0]]^(T). Assume a very small learning rate is used.
iii. Perform two iterations of steepest descent with learning rate alpha =0.1.
iv. What is the maximum stable learning rate?
E9.2 We want to find the minimum of the following function
i. Sketch a contour plot of this function.
ii. Sketch the trajectory of the steepest descent algorithm on the con- tour plot of part (i), if the initial guess is xo = o o]*. Assume a very small learning rate is used.
iii. Perform two iterations of steepest descent with learning rate a= 0.1.
iv. What is the maximum stable learning rate?