I have a task to write optisation of a functional using gradient descent metode. I've got a functional with parameters a and b. For example, a*x + b. I need to find a and b parameters to minimize the functional. I've also got (x,y) pairs. But I don't know how to apply this method to a and b.
I found out how to find function extremum with gradient descent method but there's very few information about functionals. I was told that I should use L1 or L2 norm to solve my problem. But I can't understand how to apply this to GD realisation to minimize a and b. If it is imortant, I write in C#.