The objective function is \(f(u) = 100*(u_2-u_1^2)^2 + (1-u_1)^2\)
Starting from \(u^0=\{1.828,-1.878\}\).
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steepest descent, optimal step size, Very slow convergence near \(u^\ast \) but converged in 2079 steps. (Animation stops at step 300 to reduce size). |
steepest descent, fixed step size \(h=0.1\), 300 iterations. Stopped due to oscillation. Do not converge. |
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