<p>It is not ready to merge. I want some initial review feedback. <br>
Here I have not assumed the objective function is  the sum of many other function. </p>

<hr>

<h4>You can view, comment on, or merge this pull request online at:</h4>
<p>&nbsp;&nbsp;<a href='https://github.com/mlpack/mlpack/pull/604'>https://github.com/mlpack/mlpack/pull/604</a></p>

<h4>Commit Summary</h4>
<ul>
  <li>nonlinear conjugate gradient added</li>
  <li>test conjugate gradient added</li>
</ul>

<h4>File Changes</h4>
<ul>
  <li>
    <strong>M</strong>
    <a href="https://github.com/mlpack/mlpack/pull/604/files#diff-0">src/mlpack/core/optimizers/CMakeLists.txt</a>
    (1)
  </li>
  <li>
    <strong>A</strong>
    <a href="https://github.com/mlpack/mlpack/pull/604/files#diff-1">src/mlpack/core/optimizers/cg/CMakeLists.txt</a>
    (13)
  </li>
  <li>
    <strong>A</strong>
    <a href="https://github.com/mlpack/mlpack/pull/604/files#diff-2">src/mlpack/core/optimizers/cg/cg.hpp</a>
    (51)
  </li>
  <li>
    <strong>A</strong>
    <a href="https://github.com/mlpack/mlpack/pull/604/files#diff-3">src/mlpack/core/optimizers/cg/cg_impl.hpp</a>
    (110)
  </li>
  <li>
    <strong>A</strong>
    <a href="https://github.com/mlpack/mlpack/pull/604/files#diff-4">src/mlpack/core/optimizers/cg/test_function.cpp</a>
    (67)
  </li>
  <li>
    <strong>A</strong>
    <a href="https://github.com/mlpack/mlpack/pull/604/files#diff-5">src/mlpack/core/optimizers/cg/test_function.hpp</a>
    (109)
  </li>
  <li>
    <strong>M</strong>
    <a href="https://github.com/mlpack/mlpack/pull/604/files#diff-6">src/mlpack/tests/CMakeLists.txt</a>
    (1)
  </li>
  <li>
    <strong>A</strong>
    <a href="https://github.com/mlpack/mlpack/pull/604/files#diff-7">src/mlpack/tests/nonlinearCG_test.cpp</a>
    (56)
  </li>
</ul>

<h4>Patch Links:</h4>
<ul>
  <li><a href='https://github.com/mlpack/mlpack/pull/604.patch'>https://github.com/mlpack/mlpack/pull/604.patch</a></li>
  <li><a href='https://github.com/mlpack/mlpack/pull/604.diff'>https://github.com/mlpack/mlpack/pull/604.diff</a></li>
</ul>

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