Conjugate Gradient Method on Non-Quadratic Function

Example: Minimize f (x) = ex1 1 + ex2 +1 + (x1 x2 )2 starting from x1 = (0, 0)T .
Solution:

f (x) =

ex1 1 + 2(x1 x2 )
ex2 +1 2(x1 x2 )

Step 1 :
1

Initial point: x =

0
0


,


0.3679
,
2.7183


0.3679
1
1
s = g =
,
2.7183

g 1 = f (x1 ) =

We use Goldstein-Armijo line search to find x2 = arg min(x1 + 1 s1 ):



0.0862
2
x =
.
0.6371
Step 2 :
2

g = f (x ) =

1.1091
0.6371


,

||g 2 ||2
= 0.1635,
||g 1 ||2


1.0489
2
2
1
,
s = g + 21 s =
0.1927
21 =

Use Goldstein-Armijo line search to find x3 = arg min(x2 + 2 s2 ).

Step 3 : . . .