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04 Newtons Method

Newton's Method is an open search optimization technique that requires a good initial estimate and a twice differentiable objective function. It involves iteratively applying the Newton-Raphson method to find maxima or minima by using the function's first and second derivatives. An example illustrates the method's application in maximizing the cross-sectional area of a gutter, with the solution converging to approximately 1.0472 radians.

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5 views10 pages

04 Newtons Method

Newton's Method is an open search optimization technique that requires a good initial estimate and a twice differentiable objective function. It involves iteratively applying the Newton-Raphson method to find maxima or minima by using the function's first and second derivatives. An example illustrates the method's application in maximizing the cross-sectional area of a gutter, with the solution converging to approximately 1.0472 radians.

Uploaded by

moaz94541
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Newton’s Method

Newton’s Method-Overview
 Open search method
 A good initial estimate of the solution is
required
 The objective function must be twice
differentiable
 Unlike Golden Section Search method
• Lower and upper search boundaries are not
required (open vs. bracketing)
• May not converge to the optimal solution

2
Newton’s Method-How it works
 The derivative of the function f x , f ' x0
at the function’s maximum and
minimum.
 The minima and the maxima can be
found by applying the Newton-Raphson
method to the derivative, essentially
obtaining
'
f
xi1  xi  '' (xi )
f (xi )
3
Newton’s Method-Algorithm
Initialization: Determine a reasonably good estimate for
the maxima or the minima of the function
f x .
Step 1. Determine:
'
f x &f x ''
 
x x
Step 2. Substitute (initial estimate 0 for 'the first
i

iteration) f
'
x and f x into
'' f
xi1  xi  '' (xi
f (xi )
)

to determine xi1 and the function value in iteration i.


Step [Link] the value of the first derivative of the function is
zero then you have reached the optimum (maxima or
minima). Otherwise, repeat Step 2 with the new value of
xi
4
Example .

2 2

 
2

The cross-sectional area A of a gutter with equal base and edge length
of 2 is given by

A 4sin(1cos)
Find the angle  which maximizes the cross-sectional area of the gutter.

5
Solution
The function to be maximized is
f ()  4sin(1cos)
f ()  4(cos cos2 sin2 )
f ()  4sin(1 4cos)
Iteration 1: Use 0  / 4 as the initial estimate of the solution

 2 2
4(cos cos sin )

  4 4 4 1.0466
4sin (14cos )
1
4
4 4
)  5.196151
f (1.0466
6
Solution Cont.
Iteration 2:
2 1.0466 4(cos
1.0466 2
cos 1. 
0466 2
sin 1.0466
) 1.0472
4sin1.0466
(14cos1.0466 )
Summary of iterations
Iteration  f '() f ''()  estimate f ()
1 0.7854 2.8284 -10.8284 1.0466 5.1962

2 1.0466 0.0062 -10.3959 1.0472 5.1962

3 1.0472 1.06E-06 -10.3923 1.0472 5.1962

4 1.0472 3.06E-14 -10.3923 1.0472 5.1962

5 1.0472 1.3322E-15 -10.3923 1.0472 5.1962

Remember that the actual solution to the problem is at 60


degrees or 1.0472 radians.

7
Attention:

Additional examples and exercises are


delivered on site using the Blackboard.

Please include these examples and exercises


In your course contents

8 [Link]
Additional Resources

For all resources on this topic such as digital audiovisual


lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit

[Link]
THE END

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