How i can construct Algorithm for successive values of a function
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Dear All,
- Please help me to construct following algorithm
- X0(initializing vector)
- while (tol>e-4,iter<100)
- k=0,1 2...until convergent;
- compute f(Xk);% a nonlinear function
- compute Sk=f(Xk+Sk)-f(Xk);
- Xk=Xk+Sk;
- tol=gradient (f(Xk));end
Here i am facing the problem that when suppose k=0 (iteration 1),how i can get f(X0+S0)in same iteration because this is the output of second iteration.My Problem is how i can calculate the difference f(Xk+Sk)-f(Xk).In general at kth iteration i need to find
- f(Xk+Sk)-f(Sk)
- where
- f(Xk+Sk) is output that will be calcuated at (k+1)th iter
- f(Xk) is output that will be calculated at kth iter.
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Walter Roberson
am 11 Feb. 2016
No, f(Xk+Sk) is not the output that will be calculated at the k+1'th iteration. It is the output of f when called upon the sum of Xk and Sk
You have the difficulty that you have not defined an initial value for Sk.
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