Math Problem Statement

matlab solve using steepest descent method

Solution

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Math Problem Analysis

Mathematical Concepts

Optimization
Gradient Descent
Multivariable Calculus

Formulas

f(x, y) = x^2 + (x - y)^2 + (1/16)(x + y + 1)^4
Gradient: grad_f(x, y) = [2x + 2(x - y) + (1/4)(x + y + 1)^3; -2(x - y) + (1/4)(x + y + 1)^3]
Steepest Descent Update Rule: p_{k+1} = p_k - α ∇f(p_k)

Theorems

Steepest Descent Method
Multivariable Gradient Computation

Suitable Grade Level

Undergraduate