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

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

(OP)
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?

### RE: How to minimize cost function define over volume omega using BFGS algorithm?

I typed BFGS example into my favorite search engine/data raper and got many hits. Matlab uses BFGS in fmincon, sometimes.

Cheers

Greg Locock

New here? Try reading these, they might help FAQ731-376: Eng-Tips.com Forum Policies http://eng-tips.com/market.cfm?

### RE: How to minimize cost function define over volume omega using BFGS algorithm?

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.

### RE: How to minimize cost function define over volume omega using BFGS algorithm?

3DDave, I suspect its a bot poster or similar, since posts are starting to come up with a link in the signature.

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