2. Let us remember that the Subgradient Method minimizes f(x) using the following iterative update: Xk+1= Xk — 7kgk, where k > 0 is the step size and gk is a subgradient at xk, and x0 = Rd is a given initial vector. Finally, let us indicate the minimum of f as x*. Prove the following two statements: (a) ||xk+1 − x*|||2 ≤ ||xk − x* ||² – 2ŋk (f(xk) − f(x*)) + N½/||gk(xk) ||2. - - (b) The optimal selection of nk to decrease the upper bound above, e.g. to minimize ||xk-x*||- 2nk (f(xk) − f(x*)) + n||gk(xk) || - is - nk = f(xk) − f(x*) ||g(x)||2 (c) Is such a choice for nk a practical one, i.e. can we always use it when minimizing a given function f with the subgradient method?
2. Let us remember that the Subgradient Method minimizes f(x) using the following iterative update: Xk+1= Xk — 7kgk, where k > 0 is the step size and gk is a subgradient at xk, and x0 = Rd is a given initial vector. Finally, let us indicate the minimum of f as x*. Prove the following two statements: (a) ||xk+1 − x*|||2 ≤ ||xk − x* ||² – 2ŋk (f(xk) − f(x*)) + N½/||gk(xk) ||2. - - (b) The optimal selection of nk to decrease the upper bound above, e.g. to minimize ||xk-x*||- 2nk (f(xk) − f(x*)) + n||gk(xk) || - is - nk = f(xk) − f(x*) ||g(x)||2 (c) Is such a choice for nk a practical one, i.e. can we always use it when minimizing a given function f with the subgradient method?
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter7: Analytic Trigonometry
Section7.6: The Inverse Trigonometric Functions
Problem 92E
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