Hello, dear friend, you can consult us at any time if you have any questions, add WeChat: daixieit


(EE588) Homework 7


        The main goal of this assignment is to solve the optimization problem

where and with This problem is very similar to the computational problem in Homework 6, but now we are adding an equality constraint.


        For this assignment you should work with the pre-defined variables given in the MATLAB file “data_HW7_EE588.mat”. If you are using Python you can read these variables using the function “scipy.io.loadmat”.


        You are asked to implement the Newton’s method in order to solve this problem. This corre-sponds to an iterative procedure given by

where is the solution of the problem


        For the initial point please use choose and choose the number of iterations such that you observe convergence.


        To analyze convergence you are asked to report the values of and where  is given by  To facilitate the analysis we have set so you should observe


        Please provide a detailed analysis of your results.


        Notes:

● You can re-use the code provided in Homework 6.

● You can track the value of and check if its close to zero. This would help you to analyze if you are calculating points which are feasible.