Jim Lambers MAT 419/519 Summer Session 2011-12 Practice Final ...

2. Compute the first two terms x 1 and x 2 of the BFGS sequence for minimizing the functionf(x, y) = x 2 − 2xy + 5y 2starting with the initial point x 0 = (2, 2) and D 0 = I. For each case, choose t k > 0 to be theexact minimizer of f(x) in the search direction from x k .2