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Conjugate-Direction Methods

Abstract

In the multidimensional optimization methods described so far, the direction of search in each iteration depends on the local properties of the objective function. Although a relation may exist between successive search directions, such a relation is incidental. In this chapter, methods are described in which the optimization is performed by using sequential search directions that bear a strict mathematical relationship to one another. An important class of methods of this type is a class based on a set of search directions known as conjugate directions.

Keywords

Line Search Quadratic Problem Conjugate Direction Solution Trajectory Solve Prob 
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© Springer Science+Business Media, LLC 2007

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