Steepest Descent Method with Matrices

  • Thread starter Thread starter ver_mathstats
  • Start date Start date
  • Tags Tags
    Matrices Method
Join the discussion
Ask a follow-up here, or get your own question answered by working scientists, mathematicians and engineers — people, not an autocomplete.
Real named experts · corrections over time · the nuance an AI answer skips
1 reply · 2K views
ver_mathstats
Messages
258
Reaction score
21
Homework Statement
Perform the steepest descent method with exact line search for the function f(x)=(1/2)(x^T)Qx+(q^T)x-B.
Relevant Equations
f(x)=(1/2)(x^T)Qx+(q^T)x-B
We are given f(x)=(1/2)(xT)Qx+qTx-B where xk+1=xkksk, the search direction is sk=-∇f(xk). Q is a 2x2 matrix and q is 2x1 matrix and B=6. My issue is I'm confused what -∇f(xk) is, is ∇f(xk)=Q(xk)-q? Just like how it is in Conjugate Gradient/Fletcher Reeve's method? Or is it Q(xk)+q?

Thank you
 
Last edited:
Physics news on Phys.org