The objective function is \(f(u) = (11-u_1-u_2)^2 + (1+u_1+10 u_2-u_1 u_2)^2\) Starting from \(u^0=\{14;23.59\}\).
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steepest descent, optimal step size, 76 iterations |
conjugate gradient, Polak-Ribiere formula, 14 iterations. Completes much faster with less itreations. |
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