Conjugate directions

From Glossary

Jump to: navigation, search

Direction vectors chosen in an algorithm that are conjugate with previous directions, with respect to the hessian of the objective. For the unconstrained quadratic, LaTeX: x^T Qx + c^Tx (where LaTeX: Q is symmetric), direction vector LaTeX: d is conjugate if LaTeX: d^T Q d^k = 0 for all previous direction vectors, LaTeX: d^k.

Personal tools