Problem 485. Fletcher-Reeves Conjugate Gradient Method

Created by Robert Canfield

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Last Solution submitted on Jun 22, 2020

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Solution 62276

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3 Comments

Alfonso Nieto-Castanon on 17 Mar 2012

something strange with test 2, my implementation fails on this test (because two iterations take me considerably closer to the minimum), perhaps this is something to do with the different forms of linesearch we are using?

Robert Canfield on 19 Mar 2012

Test case 2 is changed to account for your subsequent comment and to also to be far enough away from the solution so that it cannot converge in 2 iterations.

Rafael S.T. Vieira on 18 Jun 2020

Test case 2 still have problems, I have implemented the Fletcher-Reeves Conjugate Gradient Method from 1964, and it got rejected at the 2nd test. I believe the problem is that you are requesting precision from the approximation of an approximation. And this can only be done when we are very close to the solution. Test 1 seems to have the right precision for 1 iteration.

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aoe4084 banana unconstrained

Problem 485. Fletcher-Reeves Conjugate Gradient Method

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Problem 485. Fletcher-Reeves Conjugate Gradient Method

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