akkh@mullian.ee.mu.OZ.AU (A. Hui) (09/12/90)
Hi, Since I last post the query, I received a lot of response BUT most are requesting me to send the respond I got. So, here it is: Basically, the best reference is "Numerical Recipes" Thanks very much to all those who response!!! Cheers!! ================================================================ From: Summeren van Peter <pjhamvs@cs.vu.nl> Hello Hui, here is an answer: 1. read Numerical Recipes (in C) 2. read : M. J. D. Powell, "Restart Procedures for the Conjugate Gradient Method," Mathematical Programming, Vol. 12, pp. 241-254, April 1977. 3. get : the program "opt". It was on this net a month ago. contact: vincew@cse.ogc.edu opt-dist@cse.ogc.edu opt-bugs@cse.ogc.edu These are all the same adresses: I forgot the ftp adress. ----------------------------------------------------------------------- From: ins_atge@jhunix.HCF.JHU.EDU (Thomas G Edwards) If we look at the history of neural networks since 1975, we see that the lack of formal numerical analysis experience of connectionist researchers has been a continuing hinderance to the field. But enough of my philosophy. Conjugate-Gradient is explained fairly well in _Numerical_Recipes_. Yes, it involves lots of math to implement. Basically, it is much like steepest descent function minimizers. They find the negative gradient of the function at a point, and perform a line minimization in the direction of the negative gradient. Line minimizations, being in a single direction, are much easier than multidimensional minimization. Once we have found the minima along the negative gradient direction, we jump to that point, find the new gradient direction, perform another line minimization, and iterate again. Eventually, the function should be minimized. Note that using the line minimization allows us to fly over vast plains of near zero gradients, where fixed step-size gradient methods would get trapped, helplessly crawling along. Conjugate gradient is an improvement to steepest descent. Basically, it allows all search directions to be more or less linearly independent and minimizing. The effect is difficult to imagine, but _Numerical_ Recpies_ shows how steepest-descent can criss-cross along a valley, where conjugate gradient avoids re-minimizations along past directions. Even if you just want to use simple steepest-descent, it is a vast improvement over fixed step-size methods. The hardest part is the line minimization, though, and you will have to do a little bit of looking to find an appropriate algorithm. -Thomas Edwards -------------------------------------------------------------------- From: suter@latcs1.oz (David Suter) Try the Numerical Recipes book - not only does it give educated layman's overview of all algorithms - it also gives code. d.s. -------------------------------------------------------------------- From: wwen@trlamct.trl.oz (Wilson Wen) I believe that the best way to get the basic idea is to have a look of the original paper of R. Fletcher & C. M. Reeves entitled Function minimization by conjugate gradients (Computer J. 1964, 7:149-154) Although it is only 5 pages in length but it tells everything about CG method and even includes a short Algol program for you to play with. I used it to solve Minimum Cross Entropy problems with linear constraints and reported the result in one of my technical reports: W.X. Wen, "Analytical and numerrical methods for minimum coross entropy problems", Tech. Rep. 88/26, Computer Science, The University of Melbourne. which also includes a short program in C to solve CG problem. If you have any problem to get the report from Computer Science Dept, just email me and I'll send a copy to you. Cheers. Wilson Xun Wen ===================================== Senior Scientist Artificial Intelligence Systems Telecom Research Laboratories P. O. Box 279 Phone No. :(613/03) 541-6273 (Office) 770 Blackburn Road (613/03) 872-3921 (Home) Clayton, Victoria 3168 Fax No. :(613/03) 543-8863 Australia Email addr:(ACSnet) w.wen@.trl.oz.au =============================================================================== Alvaro Hui |ACSnet akkh@mullian.oz 4th Year B.E.\ B.Sc. |Internet & akkh@mullian.ee.mu.OZ.AU University of Melbourne |Arpanet rcoahk@koel.co.rmit.OZ.AU