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ver_mathstats
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- 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=xk+αksk, 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
Thank you
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