Picture Set of Branin Function Minimization
Picture Set of Branin Function Minimization
𝑓(𝑥1 , 𝑥2 )
𝑥2
𝑥2
𝑥1
𝑥1
Stationary points
𝑥2
minimizers
𝑥1
Steepest Descent Method
𝟏 Simulation (1)
ෝ
𝒙
Simulation (3)
𝟏
𝒙𝟎 𝟑
𝒙𝟎
Simulation (2)
Good steps
𝑥2 when far from 𝟐
minimizer 𝒙𝟎
ෝ 𝟑
𝟐
𝒙
ෝ
𝒙
𝑥1
Newton Method
𝟏
𝒙𝟎 Simulation (3)
Simulation (1) 𝟑
𝒙𝟎
Simulation (2)
𝟐
𝑥2 𝒙𝟎
Not a
minimizer
Good steps
when near 𝟐 𝟑
minimizer ෝ
𝒙 ෝ
𝒙
𝑥1
Quasi-Newton (BFGS)
𝟏 𝟏
ෝ
𝒙 𝒙𝟎 Simulation (3)
𝟑
𝒙𝟎
Simulation (1) 𝟐
𝑥2
𝒙𝟎
Simulation (2)
𝟐 ෝ
𝒙 𝟑
ෝ
𝒙
𝑥1
Cauchy Point Method
ෝ
𝒙 𝟏
𝟏
𝒙𝟎 Simulation (3)
𝟑
𝒙𝟎
Simulation (1)
𝟐
𝒙𝟎
𝑥2
Simulation (2)
ෝ 𝟐 ෝ 𝟑
𝒙 𝒙
𝑥1
DogLeg Method
ෝ
𝒙 𝟏 𝟏
𝒙𝟎 Simulation (3)
𝟑
𝒙𝟎
𝟐
Simulation (1) 𝒙𝟎
𝑥2
Simulation (2)
ෝ
𝒙 𝟐 ෝ
𝒙 𝟑
𝑥1