Minimize Rosenbrock Function With Conjugate Gradient Method
I want to minimize
$$ f(x,y) = (1-x)^2 + 100(y-x^2)^2 $$
For the conjugate gradient method I need the quadratic form
$$ f(\mathbf{x}) = \frac{1}{2}\mathbf{x}^{\text{T}}\mathbf{A}\mathbf{x} -
\mathbf{x}^{\text{T}}\mathbf{b} $$
Is this even possible to bring the Rosenbrock function in this form? If
yes, how would I have to do this?
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