- #1
scg4d
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1. Hi everyone. I'm looking for help with converting this function to quadratic form.
2. The function is f(x1,x2)=(x2-x1)^4 + (12*x1*x2) - x1 + x2 - 3.
The quadratic form I need to convert to is: f(x)=(1/2)x'Qx - x'b + h
where x is a vector=[x1 x2]', '=transpose, Q and b are vectors, and h is the constant. Also, Q is symmetric and positive definite (Q=Q' > 0).
3. The trouble I'm running into is that f(x1,x2) is 4th order, and the examples I have convert only 2nd order functions to the f(x) quadratic objective format above.
I hit a wall when I expand the quadratic to:
-b1 x1 + 0.5 a x1^2 - b2 x2 + 0.5 b x1 x2 + 0.5 c x1 x2 + 0.5 d x2^2
where Q=[a, b; c, d] and b=[b1; b2] and try to figure out the variables.
In case your interested, I'm looking for this info to solve a steepest descent problem, where the varying ak value is ak=g(k)'g((k))/( g(k)'Qg(k) ) where g(k)=Qx(k) - b.
Thanks for your help!
2. The function is f(x1,x2)=(x2-x1)^4 + (12*x1*x2) - x1 + x2 - 3.
The quadratic form I need to convert to is: f(x)=(1/2)x'Qx - x'b + h
where x is a vector=[x1 x2]', '=transpose, Q and b are vectors, and h is the constant. Also, Q is symmetric and positive definite (Q=Q' > 0).
3. The trouble I'm running into is that f(x1,x2) is 4th order, and the examples I have convert only 2nd order functions to the f(x) quadratic objective format above.
I hit a wall when I expand the quadratic to:
-b1 x1 + 0.5 a x1^2 - b2 x2 + 0.5 b x1 x2 + 0.5 c x1 x2 + 0.5 d x2^2
where Q=[a, b; c, d] and b=[b1; b2] and try to figure out the variables.
In case your interested, I'm looking for this info to solve a steepest descent problem, where the varying ak value is ak=g(k)'g((k))/( g(k)'Qg(k) ) where g(k)=Qx(k) - b.
Thanks for your help!
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