Mathematics Homework Help

Stevens Institute of Technology Optimization Models & Methods in Finance Question

 

  1. Consider the function f(x1, x2) = (x1 + x2) . At the point x = (1, 0), we consider thesearch direction p⊤ = (−1, 1). Show that p is a descent direction and find all minimizers of the problem minα>0 f(xk + αpk).