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January 6th, 2017, 02:36 PM   #1
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Question Conjugate Gradient Method on non-quadratic function

Hi,
I would like to ask how to use Conjugate Gradient Method on non-quadratic function, x, y \in R^n

f(x,y) = cos(x) + y^2 + y^4

When does the algorithm work and when does it fail, according to first approximation?

I know the algorithm theory for quadratic function (rewrite the function as 1/2 x^T Qx + b^T x + c, where Q is symmetric, positive definite matrix, and then find alpha_k, h_k, and beta_k which lead to next approximation).

I thank you a lot, in advance !!
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conjugate, function, gradient, method, nonquadratic, optimalization



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