Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Conjugate gradient method
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
==Conjugate gradient method as optimal feedback controller for double integrator== The conjugate gradient method can also be derived using [[Optimal control|optimal control theory]].<ref name=":0">[[I. Michael Ross|Ross, I. M.]], "An Optimal Control Theory for Accelerated Optimization," {{arXiv|1902.09004}}, 2019.</ref> In this approach, the conjugate gradient method falls out as an [[Feedback Control|optimal feedback controller]],<math display="block">u = k(x, v):= -\gamma_a \nabla f(x) - \gamma_b v </math> for the [[Double integrator|double integrator system]],<math display="block">\dot x = v, \quad \dot v = u </math> The quantities <math>\gamma_a</math> and <math>\gamma_b</math> are variable feedback gains.<ref name=":0" />
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)