Conjugate Gradient Descent

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mProg
BASIC-Programmierer
BASIC-Programmierer
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Conjugate Gradient Descent

Beitrag von mProg »

In the slides about optimization the conjugate gradient descent (CG) is introduced. This paper (http://adl.stanford.edu/aa222/Lecture_N ... adient.pdf or https://en.wikipedia.org/wiki/Conjugate_gradient_method) mentions that CG is only usable if we have a convex quadratic function of form Ax=b where A must be symmetric, positive definite and real. Because it would be a very important condition for using CG, and it is not mentioned in the slides, if the mentioned statement is correct?

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