Function to optimize doesn't converge in conjugate gradient and quasi newton

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farzad
farzad on 29 Mar 2021
Commented: farzad on 1 Apr 2021
Hi all
I have a function as :
f(x) = x1^2 + x2^2 + 2x3^2 - x4^2 - 5x1 - 5x2 -21x3 + 7x4 +100
subject to
x1^2 + x2 ^2+x3 ^2 +x4 ^2 +x1-x2+x3-x4 - 100 <= 0
x1 ^2+2 x2 ^2+ x3^2+ 2 x^4 - x1 - x4 -10 <= 0
2x1 ^2 + x2 ^2 + x3^2 + 2x1 - x2 - x4 - 5 <=0
-100 <= xi <= 100 , i = 1,2,3,4
I tried with quasi newton and Conjugate gradient, but I don't succeed.
How could I improve it and what is the problem ? I attached my codes too
  10 Comments
farzad
farzad on 1 Apr 2021
Since it converges without the boundaries with a certain step size I thought it's due to the boundaries

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