|January 6th, 2017, 02:36 PM||#1|
Joined: Jan 2017
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 !!
|conjugate, function, gradient, method, nonquadratic, optimalization|
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