ELI5: Explain Like I'm 5

Nonlinear conjugate gradient method

Imagine you have a big puzzle with lots of pieces that fit together. Now imagine that you want to put all those pieces in the right places so that the puzzle is complete, but you aren't sure exactly how to do it.

That's kind of like what the nonlinear conjugate gradient method does -- it helps you solve a puzzle where you don't know exactly what the finished picture should look like, but you're trying to get as close as possible.

The method works by starting with a guess at a solution, and then making small changes to that guess to try to improve it. These changes are like small nudges to the puzzle pieces to see if they fit somewhere else.

But there's a catch: sometimes, the way you make those changes can actually make things worse instead of better. That's where the "nonlinear" part comes in -- it means that the relationship between the pieces of the puzzle (or the parts of the problem you're trying to solve) isn't a simple, straight-line relationship.

To deal with this "nonlinearity," the method uses something called "conjugate gradients." Think of it like this: if you're trying to find a way to get from your house to the park, you might try going straight ahead for a while, then turning left for a bit, then going straight again, and so on. Each time you make a turn, you're adjusting your direction in a way that's "conjugate" to the previous direction.

In the same way, the nonlinear conjugate gradient method adjusts its "direction" in a way that helps avoid making things worse, even though the relationships between the pieces of the puzzle aren't straightforward. It keeps making those small changes to the guess solution, adjusting its "direction" in a way that gets it closer and closer to the right answer.

So in short: the nonlinear conjugate gradient method is a way of solving a complicated problem where you don't know exactly what the answer should look like. It helps you make small changes to your guess solution in a way that gets you closer and closer to the right answer, even though the relationship between the parts of the problem isn't straightforward.