Homework 2 Due Friday Febr 6

Consider minimization of the function

f(x_1, x_2, x_3)= x_1^2+ 5 x_2^2 + 25 x_3^2 + x_1 + x_2- x_3

The starting point is (1, 1, 1).

Perform three steps using
1) steepest descent
2) conjugate gradient
3)quasi-Newton
methods. (Notice that the first step is identical in all methods). Using Newton method, compute the minimum. Discuss convergence of the methods used.