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How would you do Newtons method and finding how many iterations once we reach a certain term in the iteration?
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J What’s the convergence rate of the sequence {|| 2k -x*||2}? (sublinear/linear/qua
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10 points) Consider the function
1
f(x)
T
(
1 0
0 2
2)
х
(a) Write down the first iteration of Newton’s method and starting point as Xo =
(1)
(b) Write down the closed-form expression of xk in the the kth iteration of Newton’s
method for any positive integer k.
(c) After how many iterations, we have || xk – x*||2 <
1
100
(Optional: 10 points] Show that the positive semidefinite cone:
SM = {X ERNXN : X = XT, X = 0}
is a convex set.
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Tags:
linear equations
optimization techniques
Newton Laws
positive integer
Positive semidefinite cone
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