Solving Equations Using Linear Optimization Techniques

Uchenna Ezeobi
09/07/2014
Optimization Homework
1a) Range of Convergence
(i) f(x)=x4-12x3+47x2-60x ----------------------------------Eqn(1)
The graph of f(x)=0 is shown below for the five different method.
Figure 1: Graphs of the function (left) and convergence (Right) at root zero.
Bisection Method: Convergence will only occur between two intervals (a, b) when f (a)*f (b) < 0. For the bisection
method for root 0. Convergence will occur for the x-value range (- 3), (3 5), (0 4) and (4 )
Newton Method: For any continuous function between any intervals f(x) 0 for any intervals for convergence to be
achieved. And also the other roots should not be included in the intervals. The interval for convergence are (-
0.943), (0.943 3.456), (3.456 4.601) and (4.601, )
Quasi Newtons Method I and II: For these method, we should use the same range of convergence used for
Newtons method because it approximates the derivative of a function using scant method. f(x) 0. . The interval
for convergence are (- 0.943), (0.943 3.456), (3.456 4.601) and (4.601, )
Dennis and Schnabel: These method is a more modified version of Quasi-newton method. The range of converges
is the same as that of Newton Method. The interval for convergence are (- 0.943), (0.943 3.456), (3.456 4.601)
and (4.601, )
(ii) f(x)=4x3-36x2+94x-60
--------------------------------------------Eqn(2)
Uchenna Ezeobi
09/07/2014
Figure 1: Graphs of the function (Right) and convergence (Left) at root 0.943.
Bisection Method: Convergence will occur for the x-value range (- 3.456), (0.943, 4.601) and (3.456, ).
Newton Method: Convergence will occur for the x-value range (- 1.9199), (1.9199 4.0801) and (4.0801 )
Quasi Newtons Method: Convergence will occur for the x-value range (- 1.9199), (1.9199 4.0801) and (4.0801
)
Dennis and Schnabel: Convergence will occur for the x-value range (- 1.9199), (1.9199 4.0801) and (4.0801 )
(iii) f(x)=x2-3 ------------------------------------------------------------------Eqn(3)
Figure 3: Graphs of the function (Right) and convergence (Left) at root -1.732.
Bisection Method: Convergence will occur for the x-value range (- 1.732) and (-1.732, ).
Newton Method: Convergence will occur for the x-value range (- 0) and (0, ).
Uchenna Ezeobi
09/07/2014
Quasi Newtons Method: Convergence will occur for the x-value range (- 0) and (0, ).
Dennis and Schnabel: Convergence will occur for the x-value range (- 0) and (0, ).
(iv) f(x)=2x ------------------------------------------------------------------Eqn(4)
Figure 4: Graphs of the function (Right) and convergence (Left) at root 0.
Bisection Method: Convergence will occur for the x-value intervals (- ).

Newton Method: Convergence will occur for the x-value intervals (- ).
Quasi Newtons Method: Convergence will occur for the x-value intervals (- ).
Dennis and Schnabel: Convergence will occur for the x-value intervals (- ).
(v) f(x)=x2-1 ----------------------------------------------------------Eqn5
Uchenna Ezeobi
09/07/2014
Figure 5: Graphs of the function (Right) and convergence (Left) at root -1.732.
Bisection Method: Convergence will occur for the x-value range (- 1.732) and (-1.732, ).
Newton Method: Convergence will occur for the x-value range (- 0) and (0, ).
Quasi Newtons Method: Convergence will occur for the x-value range (- 0) and (0, ).
Dennis and Schnabel: Convergence will occur for the x-value range (- 0) and (0, ).
(vi) f(x)=2x ------------------------------------------------------------------Eqn(4)
Bisection Method: Convergence will occur for the x-value intervals (- ).

(vii) f(x)=x2-2x+1--------------------------------------------------------------------Eqn(7)
Uchenna Ezeobi
09/07/2014
Bisection Method: From the two graph, this method never converges. For any closed interval (a b) between the
root 1, f(a)*f(b)>0 which does not satisfy the condition for bisection method.
Newton Method: Convergence will occur for the x-value intervals (- 0) and (0, ).
Quasi Newtons Method: Convergence will occur for the x-value intervals (- 0) and (0, ).
Dennis and Schnabel: Convergence will occur for the x-value intervals (- 0) and (0, ).
(viii) f(x)=2x-2 -----------------------------------------------------------------Eqn(8)
Figure 8: Graphs of the function (Right) and convergence (Left) at root 1
Bisection Method: Convergence will occur for the x-value(a b) intervals (- 1) for a and (1 ) for b.
(ix) f(x)=atan(x) -----------------------------------------------------------------Eqn(9)
Uchenna Ezeobi
09/07/2014
Figure 9: Graphs of the function (Right) and convergence (Left) at root 0
Bisection Method: These will converge for interval (a,b) a should take any value between(- 0) and b should be
any value (0 )
Newton Method: : These method will converge at an interval because if f(x+)> f(xc) then the half of the sum
of the x+ and xc is used. The interval of Convergence is
Quasi Newtons Method: The same explanation for Newton Method
Dennis and Schnabel: The same explanation for Newton Method
(x) f(x) = 1/(1+x2) -------------------------------------------------------------------Eqn10
Figure 10: Graphs of the function (Right) and convergence (Left) at root infinity
Uchenna Ezeobi
09/07/2014
Bisection Method: The method diverges because the function has no roots. That means there is no x-intercepts.
Therefore f(x1)*f(x2)>0 which does not satisfy the Bisection criteria.
Newton Method: The function approaches 0 when x approaches. There is no root and therefore these method
never converges.
Quasi Newtons Method: The same explanation as Newton Method
Dennis and Schnabel: The same explanation as Newton and Quasi-Newton Method.
1b)
Code to solve problem
% Called by test_zero_funs.m to plot the results of all the methods

%Gets the number of rows and column for the data bis_evals plotted
%x1=number of rows, bis_num= number of columns. The same applies to all
%methods
[x1
[x2
[x3
[x4
[x5
bis_num]=size(bis_evals);
newt_num]=size(newt_evals);
q_newt_num]=size(q_newt_evals);
q_newt2_num]=size(q_newt2_evals);
ds_num]=size(ds_evals);
%Assigns an empty array that would be used to collect all the points for
%P=1
bis_P_1_points = [ ];
newt_P_1_points = [ ];
q_newt_P_1_points = [ ];
q_newt2_P_1_points = [ ];
ds_P_1_points = [ ];
%P=2
bis_P_2_points = [ ];
newt_P_2_points = [ ];
q_newt_P_2_points = [ ];
q_newt2_P_2_points = [ ];
ds_P_2_points = [ ];
%the x-xlues for both P=1 and P=2.
bis_plot_x = [ ];
newt_plot_x = [ ];
q_newt_plot_x = [ ];
q_newt2_plot_x = [ ];
ds_plot_x = [ ];
Uchenna Ezeobi
09/07/2014
% A for loop that collects all the values for both P=1 and P=2
for i = 1:1:bis_num-1
P_1= (bis_evals(i+1)-root1)/(bis_evals(i)-root1); %Computes when P=1 for
rate of convergence
P_2= (bis_evals(i+1)-root1)/(bis_evals(i)-root1); %Computes when P=2 for
rate of convergence
bis_P_1_points=[bis_P_1_points P_1]; %puts every points for P=1 into an
array
bis_P_2_points = [bis_P_2_points P_2];
an array
bis_plot_x = [bis_plot_x i];
%puts every points for P=2 into
%stores the iterations into an array
end
% The same applies for all the methods
for i = 1:1:newt_num-1
P_1= (newt_evals(i+1)-root1)/(newt_evals(i)-root1); %Computes when P=1
for rate of convergence
P_2= (newt_evals(i+1)-root1)/(newt_evals(i)-root1); %Computes when P=2
for rate of convergence
newt_P_1_points=[newt_P_1_points P_1];
newt_P_2_points=[newt_P_2_points P_2];
newt_plot_x = [newt_plot_x i];
end
for i = 1:1:q_newt_num-1
P_1= (q_newt_evals(i+1)-root1)/(q_newt_evals(i)-root1); %Computes when
P=1 for rate of convergence
P_2= (q_newt_evals(i+1)-root1)/(q_newt_evals(i)-root1); %Computes when
q_newt_P_1_points=[q_newt_P_1_points P_1];
q_newt_P_2_points=[q_newt_P_2_points P_2];
q_newt_plot_x = [q_newt_plot_x i];
end
for i = 1:1:q_newt2_num-1
P_1= (q_newt2_evals(i+1)-root1)/(q_newt2_evals(i)-root1); %Computes when
Uchenna Ezeobi
09/07/2014
P_2= (q_newt2_evals(i+1)-root1)/(q_newt2_evals(i)-root1); %Computes when
q_newt2_P_1_points=[q_newt2_P_1_points P_1];
q_newt2_P_2_points=[q_newt2_P_2_points P_2];
q_newt2_plot_x = [q_newt2_plot_x i];
end
for i = 1:1:ds_num-1
P_1= (ds_evals(i+1)-root1)/(ds_evals(i)-root1); %Computes when P=1 for
rate of convergence
P_2= (ds_evals(i+1)-root1)/(ds_evals(i)-root1); %Computes when P=2 for
rate of convergence
ds_P_1_points=[ds_P_1_points P_1];
ds_P_2_points=[ds_P_2_points P_2];
ds_plot_x = [ds_plot_x i];
end
figure;
subplot(5,2,1),plot (bis_P_1_points,
bis_plot_x);
xlabel('Number of function Evaluations');
ylabel(sprintf('Distance from the root (r=%5.2f)', root1));
title(sprintf('%s', func2str(fun)));
legend('Bisection Method P=1')
subplot (5,2,2),plot (newt_P_1_points,
newt_P_1_points);
legend('Newton with exact derivatives P=1')
subplot (5,2,3),plot (q_newt_P_1_points, q_newt_plot_x);
legend('Quasi-Newton with \delta x finite diff. P=1')
subplot (5,2,4),plot (q_newt2_P_1_points, q_newt2_plot_x);

legend('Quasi-Newton using previous value P=1')
subplot (5,2,5),plot (ds_P_1_points,
ds_plot_x);
Uchenna Ezeobi
09/07/2014
legend('Dennis and Schnabel Method P=2');
subplot(5,2,6),plot (bis_P_2_points,
bis_plot_x);
legend('Bisection Method P=2');
subplot (5,2,7),plot (newt_P_2_points,
newt_P_1_points);
legend('Newton with exact derivatives P=2')
subplot (5,2,8),plot (q_newt_P_2_points, q_newt_plot_x);
legend('Quasi-Newton with \delta x finite diff. P=2')
subplot (5,2,9),plot (q_newt2_P_2_points, q_newt2_plot_x);
legend('Quasi-Newton using previous value P=2')
subplot (5,2,10),plot (ds_P_2_points,
ds_plot_x);
legend('Dennis and Schnabel Method P=2')
(i) f(x)=x4-12x3+47x2-60x
Uchenna Ezeobi
09/07/2014
Figure 11: Plot of rate of convergence
Bisection Method: Bisection method did not exhibit any characteristics.

Newton Method: : From the graph, when p=1 the graph approached 0 and when p=2 the graph approached 0.8.
This shows that it this method is Q-superliner and Q-quadratic.
Quasi Newtons Method I and II: It showed a characteristic of Q-super linear.
Dennis and Schnabel: This showed a characteristic of a Q-super linear.
(ii) f(x)=4x3-36x2+94x-60
Uchenna Ezeobi
09/07/2014
Bisection Method: Bisection Method does is Q-quadratic.

Newton Method: : From the graph it is both Q-super linear and Q- quadratic. A drastic change occurred at the tip.
Quasi Newtons Method I and II: It showed a characteristic of Q-super linear.
Dennis and Schnabel: This showed a characteristic of a Q-quadratic.
Uchenna Ezeobi
09/07/2014
f(x)=x2-3
Bisection Method: Bisection Method does not approach any value

Newton Method: : From the graph it is both Q-super linear and Q- quadratic.
Quasi Newtons Method I and II: It showed a characteristic of Q-super linear Q- quadratic.
Dennis and Schnabel: This showed a characteristic of a Q-quadratic and Q- quadratic.
Uchenna Ezeobi
09/07/2014
(iv) f(x)=2x

Newton Method: This function did not collect much points that is why no graph is shown for all except bisection.
Rate of convergence cannot be determined.
Quasi Newtons Method I and II: The same explanation for Newton Method.
Dennis and Schnabel: The same explanation for newton method.
Uchenna Ezeobi
09/07/2014
f(x)=x2-1

Newton Method: : From the graph it is both Q-super linear and Q- quadratic.
Quasi Newtons Method I and II: It showed a characteristic of Q-super linear Q- quadratic.
Dennis and Schnabel: This showed a characteristic of a Q-quadratic and Q- quadratic.
Uchenna Ezeobi
09/07/2014
f(x)=2x

Uchenna Ezeobi
09/07/2014
(vii) f(x)=x2-2x+1
Bisection Method: Rate of convergence cannot be determined because it did not converge
Newton Method: This function is Q-quadratic for these method
Quasi Newtons Method I and II: This function is Q-quadratic
Dennis and Schnabel: This function is Q-quadratic for these method
Uchenna Ezeobi
09/07/2014
f(x)=2x-2

Uchenna Ezeobi
09/07/2014
f(x)=atan(x)

Newton Method: : From the graph it is Q- quadratic.
Quasi Newtons Method I and II: It showed a characteristic of Q- quadratic.
Dennis and Schnabel: This showed a characteristic of a Q- superlinear.
2) Code for number 2

function [integral_x_value integral_fun ] = integral(ds_x, fun)
%UNTITLED2 Summary of this function goes here
%
Detailed explanation goes here
[x1,number]=size(ds_x);
non_integ=ds_x(number);
integral_large=ceil(ds_x(non_integer));
integral_small=floor(ds_x(non_integer));
integral_fun_large = feval(fun, integral_large);
integral_fun_small = feval(fun, integral_small);
Uchenna Ezeobi
09/07/2014
if(abs(integral_fun_large)> abs(integral_fun_small))
integer_x_value = integral_large;
integer_fun = integral_fun_large;
else
integer_x_value = integral_small;
integer_fun = integral_fun_small;
end
Final answer X-values is 1 and F(x)=0.09
3) f(x)= x^3-2x^2-6x
Figure : Graph of the function

Bisection Method: The range of convergence for the bisection method, for root x=-2 is that for any interval (a, b); a
has to fall in range (--2) and b has to fall between (-2 0). If these condition stands, then f(a)*f(b) < 0.
Newton Method: For the Newton method convergence will always occur as long as x_0, the starting point is not
f(x)=0. Therefore Convergence occurs at any point except x=-1.1196 and 1.7863.
Quasi Newtons Method: The same explanation as newton
Dennis and Schnabel: The same explanation as newton.
Uchenna Ezeobi
09/07/2014
(ii) f(x)= 3x^2 -4x-6
Bisection Method: The range of convergence for the bisection method, for root x=-1.1196 is that for any interval
(a, b); a has to fall in range (--1.1196) and b has to fall between (-1.1196 1.7863). If these condition stands, then
f(a)*f(b) < 0.
Newton Method: For the Newton method convergence will always occur as long as x_0, the starting point is not
f(x)=0. Therefore Convergence occurs at any point except x=0.333. All real numbers except x=0.333
Quasi Newtons Method: The same explanation as newton
Dennis and Schnabel: The same explanation as newton.
Uchenna Ezeobi
09/07/2014
b) f(x)= x^3-2x^2-6x

Uchenna Ezeobi
09/07/2014
(ii) f(x)= 3x^2 -4x-6

Uchenna Ezeobi
09/07/2014
4) When the initial point is far away from the root, the fast heuristic optimization program will be used to get very
close to the root. In other to determine when it gets close to the root, a tolerance has to be applied to my new
program. When it is close to the root then the slow converging optimization program is used to determine the
exact solution. Another tolerance has to be applied to tell the program when to terminate. The critical and
standard assumption is the application of tolerance. We could say when the difference between the root and only
value is 0.1 then apply the slow convergence optimization program. And then when it is 10^-8 close to the rrot
then the program should terminate.

Solving Equations Using Linear Optimization Techniques

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Uchenna Ezeobi

(iii) f(x)=x2-3 ------------------------------------------------------------------Eqn(3)

(iv) f(x)=2x ------------------------------------------------------------------Eqn(4)

Figure 4: Graphs of the function (Right) and convergence (Left) at root 0.

Bisection Method: Convergence will occur for the x-value intervals (- ).

(vi) f(x)=2x ------------------------------------------------------------------Eqn(4)

Figure 6: Graphs of the function (Right) and convergence (Left) at root 0.

Bisection Method: Convergence will occur for the x-value intervals (- ).

Figure 8: Graphs of the function (Right) and convergence (Left) at root 1

Figure 9: Graphs of the function (Right) and convergence (Left) at root 0

(x) f(x) = 1/(1+x2) -------------------------------------------------------------------Eqn10

% Called by test_zero_funs.m to plot the results of all the methods

%puts every points for P=2 into

%stores the iterations into an array

subplot (5,2,4),plot (q_newt2_P_1_points, q_newt2_plot_x);

Figure 11: Plot of rate of convergence

Bisection Method: Bisection method did not exhibit any characteristics.

Bisection Method: Bisection Method does is Q-quadratic.

Bisection Method: Bisection Method does not approach any value

Bisection Method: Bisection Method does not approach any value

Bisection Method: Bisection Method does not approach any value

Bisection Method: Bisection Method does not approach any value

Bisection Method: Bisection Method does not approach any value

Bisection Method: Bisection Method does not approach any value

2) Code for number 2

Figure : Graph of the function

(ii) f(x)= 3x^2 -4x-6

Bisection Method: Bisection Method does not approach any value

(ii) f(x)= 3x^2 -4x-6

Bisection Method: Bisection Method does not approach any value

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