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[[Category:ECE]]
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[[Category:QE]]
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[[Category:CNSIP]]
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[[Category:problem solving]]
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[[Category:automatic control]]
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[[Category:optimization]]
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=QE2012_AC-3_ECE580-1=
 
=QE2012_AC-3_ECE580-1=
  
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:[[QE2012_AC-3_ECE580-1|Part 1]],[[QE2012_AC-3_ECE580-2|2]],[[QE2012_AC-3_ECE580-3|3]],[[QE2012_AC-3_ECE580-4|4]],[[QE2012_AC-3_ECE580-5|5]]
  
 
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'''(i)'''
'''1. (20 pts)'''  
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<br> '''Solution: '''
 
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(i) (10 pts) Find the factor by which the uncertainty range is reduced when using the Fibonacci method. Assume that the last step has the form
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<math>
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\begin{align}
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1- \rho_{N-1} = \frac{F_{2}}{F_{3}} = \frac{2}{3},
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\end{align}
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</math>
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where <span class="texhtml">''N'' − 1</span> is the number of steps performed in the uncertainty range reduction process.
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<br>
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<br> Solution:  
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     The reduction factor is <span class="texhtml">(1 − ρ<sub>1</sub>)(1 − ρ<sub>2</sub>)(1 − ρ<sub>3</sub>)...(1 − ρ<sub>''N'' − 1</sub>)</span>
 
     The reduction factor is <span class="texhtml">(1 − ρ<sub>1</sub>)(1 − ρ<sub>2</sub>)(1 − ρ<sub>3</sub>)...(1 − ρ<sub>''N'' − 1</sub>)</span>
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<br>  
 
<br>  
  
Solution 2:
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'''Solution 2:'''
  
 
The uncertainty interval is reduced by <math> (1- \rho_{1})(1- \rho_{2})(1- \rho_{3})...(1- \rho_{N-1}) = \frac{F_{N}}{F_{N+1}}  \frac{F_{N-1}}{F_{N}}  ...  \frac{F_{2}}{F_{3}} = \frac{F_{2}}{F_{N+1}}</math>
 
The uncertainty interval is reduced by <math> (1- \rho_{1})(1- \rho_{2})(1- \rho_{3})...(1- \rho_{N-1}) = \frac{F_{N}}{F_{N+1}}  \frac{F_{N-1}}{F_{N}}  ...  \frac{F_{2}}{F_{3}} = \frac{F_{2}}{F_{N+1}}</math>
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'''(ii)'''
'''(ii)(10 pts)''' It is known that the minimizer of a certain function f(x) is located in the interval[-5, 15]. What is the minimal number of iterations of the Fibonacci method required to box in the minimizer within the range 1.0? Assume that the last useful value of the factor reducing the uncertainty range is 2/3, that is
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<br> '''Solution: '''
 
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<math> 1- \rho_{N-1} = \frac{F_{2}}{F_{3}} = \frac{2}{3}, </math>
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<br> Solution:  
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       Final Range: 1.0; Initial Range: 20.
 
       Final Range: 1.0; Initial Range: 20.
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<br>  
 
<br>  
  
Solution 2:
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'''Solution 2:'''
  
 
Since the final range is <math> 1.0 </math> and the initial range is <math> 20 </math>, we can say  
 
Since the final range is <math> 1.0 </math> and the initial range is <math> 20 </math>, we can say  
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----
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----
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<font face="serif"></font><math>\color{blue}\text{Related Problem: }</math>
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<math>
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\text{Find the final uncertainty range using the Fibonacci method after 6 iterations }
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</math>
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<math>
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\text{Assume the last step has the form: }
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1-\rho_{N-1}=\frac{F_2}{F_3}=\frac{2}{3}
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\text{The initial range is 10}
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</math>
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'''Solution:'''
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<math>
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\text{The reduction factor is } \frac{F_{2}}{F_{7+1}} =\frac{1}{34}
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\text{, So the final range is }
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10 \frac{F_{2}}{F_{7+1}}= \frac{5}{17}
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</math>
  
  
 
[[ QE2012 AC-3 ECE580|Back to QE2012 AC-3 ECE580]]
 
[[ QE2012 AC-3 ECE580|Back to QE2012 AC-3 ECE580]]

Latest revision as of 09:11, 13 September 2013


QE2012_AC-3_ECE580-1

Part 1,2,3,4,5

(i)
Solution:

   The reduction factor is (1 − ρ1)(1 − ρ2)(1 − ρ3)...(1 − ρN − 1)
  Since 
  $  1- \rho_{N-1} = \frac{F_{2}}{F_{3}} = \frac{2}{3},  $
  we have 
  $  1- \rho_{N-2} = \frac{F_{3}}{F_{4}} $     and so on.
   Then, we have
  $  (1- \rho_{1})(1- \rho_{2})(1- \rho_{3})...(1- \rho_{N-1}) = \frac{F_{N}}{F_{N+1}}   \frac{F_{N-1}}{F_{N}}   ...   \frac{F_{2}}{F_{3}} = \frac{F_{2}}{F_{N+1}} $
  Therefore, the reduction factor is
  $ \frac{2}{F_{N+1}} $


Solution 2:

The uncertainty interval is reduced by $ (1- \rho_{1})(1- \rho_{2})(1- \rho_{3})...(1- \rho_{N-1}) = \frac{F_{N}}{F_{N+1}} \frac{F_{N-1}}{F_{N}} ... \frac{F_{2}}{F_{3}} = \frac{F_{2}}{F_{N+1}} $


(ii)
Solution:

      Final Range: 1.0; Initial Range: 20.
      $  \frac{2}{F_{N+1}} \le \frac{1.0}{20} $, or $  F_{N+1} \ge 40 $ 
      So, N + 1 = 9
      Therefore, the minimal iterations is N-1 or 7.


Solution 2:

Since the final range is $ 1.0 $ and the initial range is $ 20 $, we can say $ \frac{2}{F_{N+1}} \le \frac{1.0}{20} or equivalently F_{N+1}} \ge 40 $ From the inequality, we get $ F_{N+1} \ge 40 , so N+1=9 $. Therefore the minimum number of iteration is N-1=7




$ \color{blue}\text{Related Problem: } $ $ \text{Find the final uncertainty range using the Fibonacci method after 6 iterations } $ $ \text{Assume the last step has the form: } 1-\rho_{N-1}=\frac{F_2}{F_3}=\frac{2}{3} \text{The initial range is 10} $


Solution: $ \text{The reduction factor is } \frac{F_{2}}{F_{7+1}} =\frac{1}{34} \text{, So the final range is } 10 \frac{F_{2}}{F_{7+1}}= \frac{5}{17} $


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