Optimization : Standard Conjugate Gradient Algorithm
Please see the attached file for the fully formatted problems.
We consider the function J defined as
and .
1) Prove mathematically that K is strictly convex.
2) Descibe the two algorithms of conjugated gradient for this function K.
3) Are they descending algorithms?
4) Choose one of them, and choose a method to obtain the step in each iteration.
Write the first three iterations in detail for .
https://brainmass.com/math/optimization/optimization-standard-conjugate-gradient-algorithm-11031
Solution Preview
Follow the standard conjugate gradient algorithm. Please see the attached file.
We consider the function J defined as
and .
1) Prove mathematically that K is trictly convex.
2) Descibe the two algorithms of conjugated gradiant for this function K.
3) Are they descending algorithms?
4) Choose one of them, and choose a method to obtain the step in each iteration.
Write the first three iterations in detail for .
1) The function ...
Solution Summary
The standard conjugate gradient algorithm is employed to solve optimization problems.