Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Conjugate Gradient Methods Aren't Working

  1. Dec 28, 2009 #1
    I'm working on a control theoretical problem and trying to implement the solution in Matlab. Part of the solution requires minimizing a function f(x), for which my predecessor has opted to use a conjugate gradient method. He wrote his own conjugate gradient method, but it's not converging. I've replaced his method with a canned algorithm, but it is still not converging. This suggests to me that the problem is ill-suited to gradient methods.

    Can anybody suggest to me why this might be the case? Is it likely because the surface lacks a sufficient degree of differentiability? Also, can anybody suggest another minimization algorithm that I could attempt to use instead of gradient descent?
  2. jcsd
  3. Dec 29, 2009 #2


    User Avatar
    Homework Helper

    Last edited: Dec 29, 2009
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook