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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

    hotvette

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    Last edited: Dec 29, 2009
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