My Math Forum  

Go Back   My Math Forum > College Math Forum > Real Analysis

Real Analysis Real Analysis Math Forum

LinkBack Thread Tools Display Modes
January 6th, 2017, 01:36 PM   #1
Joined: Jan 2017
From: Czech

Posts: 1
Thanks: 0

Question Conjugate Gradient Method on non-quadratic function

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 !!
simimimi is offline  

  My Math Forum > College Math Forum > Real Analysis

conjugate, function, gradient, method, nonquadratic, optimalization

Thread Tools
Display Modes

Similar Threads
Thread Thread Starter Forum Replies Last Post
Conjugate Method and L'Hospital zylo Calculus 17 September 17th, 2016 04:50 PM
Conjugate Function question Fabion Real Analysis 4 March 22nd, 2013 02:54 AM
Numerical Linear Algebra, Conjugate Gradient Method hgd7833 Linear Algebra 0 May 4th, 2012 03:50 AM
Minimizing a special function using the gradient method Wooseok Nam Applied Math 0 May 20th, 2010 12:44 AM
conjugate gradient method to min maria69 Algebra 1 October 13th, 2009 11:40 AM

Copyright © 2019 My Math Forum. All rights reserved.