[Solved] ECE509 Homework4-Optimization

1. Consider the optimization

min ex1+3x20.1 + ex13x20.1 + ex10.1

Write a code to solve this optimization using the gradient method with the backtracking parameters = 0.1 and = 0.6. Draw f(x^(k)) verses k for k = 0,1,2, ,50 on a log-linear plot.

2. Consider the optimization

min

where n = 5000 and a_i are randomly generated vectors. Solve this optimization using Newtons method with the backtracking line search ( = 0.01 and = 0.5). Draw f(x^(k)) versus k for k = 0,1,2, ,30 on a log-linear plot.

3. Derive the distributed ADMM updates for SVM problem.