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How to minimize cost function define over volume omega using BFGS algorithm? 1

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Lemine

Mechanical
Apr 15, 2020
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Hello, Engineer and Mathematician programmer,

I have computed a cost function J(x1,..xn) and her gradient J'(x1,..xn) defined over a volume using finite element analysis.
so I have the value of these fields J and J' at n nodes (x1,..xn) in the geometry (integration point) and I have saved the data in a text file.
My problem is how to minimize this function using for example BFGS algorithm?

Thanks for your help
 
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Well, a cost function is something we want to minimize. For example, our cost function might be the sum of squared errors over the training set. Gradient descent is a method for finding the minimum of a function of multiple variables. So we can use gradient descent as a tool to minimize our cost function.
 
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