# scipy.optimize.fmin_cg¶

scipy.optimize.fmin_cg(f, x0, fprime=None, args=(), gtol=1e-05, norm=inf, epsilon=1.4901161193847656e-08, maxiter=None, full_output=0, disp=1, retall=0, callback=None)[source]

Minimize a function using a nonlinear conjugate gradient algorithm.

Parameters : Returns : f : callable f(x,*args) Objective function to be minimized. x0 : ndarray Initial guess. fprime : callable f’(x,*args), optional Function which computes the gradient of f. args : tuple, optional Extra arguments passed to f and fprime. gtol : float, optional Stop when norm of gradient is less than gtol. norm : float, optional Order of vector norm to use. -Inf is min, Inf is max. epsilon : float or ndarray, optional If fprime is approximated, use this value for the step size (can be scalar or vector). callback : callable, optional An optional user-supplied function, called after each iteration. Called as callback(xk), where xk is the current parameter vector. xopt : ndarray Parameters which minimize f, i.e. f(xopt) == fopt. fopt : float Minimum value found, f(xopt). func_calls : int The number of function_calls made. grad_calls : int The number of gradient calls made. warnflag : int 1 : Maximum number of iterations exceeded. 2 : Gradient and/or function calls not changing. allvecs : ndarray If retall is True (see other parameters below), then this vector containing the result at each iteration is returned. maxiter : int Maximum number of iterations to perform. full_output : bool If True then return fopt, func_calls, grad_calls, and warnflag in addition to xopt. disp : bool Print convergence message if True. retall : bool Return a list of results at each iteration if True.

minimize
Interface to minimization algorithms for multivariate functions. See the ‘CG’ method in particular.

Notes

Optimize the function, f, whose gradient is given by fprime using the nonlinear conjugate gradient algorithm of Polak and Ribiere. See Wright & Nocedal, ‘Numerical Optimization’, 1999, pg. 120-122.

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