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collection of animations of search path in optimization

Nasser M. Abbasi

March 7, 2016   Compiled on May 23, 2020 at 5:20am

These are animations1 showing the search path \(u^k\) on top of a contour plot from different starting point \(u^0\) toward a minimizer \(u^\ast \) for different objective functions using different algorithms. More animations will be added.

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1 First example \(f(u) = (11-u_1-u_2)^2 + (1+u_1+10 u_2-u_1 u_2)^2\)
2 second example, Rosenbrock’s banana function \(f(u) = 100*(u_2-u_1^2)^2 + (1-u_1)^2\)