We consider this second example to confirm that the first example was
not an isolated anomaly and also to set the stage for two of the
outstanding issues we propose to address.
Optimization
Again we consider the sequence of proposed solutions using the
interpolation coupled with the optimization. We denote by
xc the current best solution for
the "true" problem f(x) and by
xt the trial solution proposed by the
approximation a.
- Iteration 1: xc = 0.20, xt = -0.5
- Iteration 2: xc = 0.20, xt = 0.10
- Iteration 3: xc = 0.10, xt = 1.50
- Iteration 4: xc = 0.10, xt = -0.20
- Iteration 5: xc = 0.10, xt = 0.0
- Iteration 6: xc = 0.0, xt = -0.10
- Iteration 7: x* = 0.0
A particular feature of this example is that by the second iteration
we have already identified the minimizer of the current approximation
a. We do not assume that this means that we have found a
minimizer of f. Instead, to confirm that
xc is a minimizer of f we must look at the
two grid points adjacent to xc. When we evaluate
the first of these two confirmation points (in Iteration 2),
and incorporate the result in the approximation used at Iteration 3,
we see that there is still a great deal of uncertainty about the
location of a minimizer of f. However, by the time we reach
Iteration 5, the approximation is good enough to predict the true
minimizer of f. Again, we must confirm this. We have
already evaluated f at one adjacent grid point, 0.10, so we
evaluate f at the other adjacent grid point, -0.10.
At Iteration 7 we stop with a confirmed (local) minimizer of
f (at least to the resolution of the grid) at x* =
0.0 and a decent approximation a to our objective
f on the interval [ -0.5, 1.5 ].
Next: Second Example Revisited
Previous: Second Example
Virginia Torczon
6/13/1998