Giter Club home page Giter Club logo

optimization---conjugate-gradient-'s Introduction

Optimization

Problem

Consider the problem -

min f(x) = 2x12 +3x2 โˆ’3x1x2 +2x1 โˆ’4x2

Starting from the initial point x1 = 0, x2 = 0 solve the problem using two methods -

  • Davidon-Fletcher-Powell (DFP) Method
  • Fletcher-Reeves (FR) Conjugate Gradient method

The first method corresponds to a Quasi-Newton method which is to be implemented with the initial approximation of the inverse of the hessian as identity : D1 = I2. Further show that the directions generated by the two methods at every iteration are identical and explain the reason behind this.

optimization---conjugate-gradient-'s People

Contributors

subhrangshubit avatar

Watchers

 avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.