CONJUGATE DIRECTION METHODS
The class of conjugate direction methods can be viewed as being intermediate between the method of steepest descent and Newton’s method. The conjugate direction methods have the following properties:
The conjugate direction methods typically perform better than the method of steepest descent, but not as well as Newton’s method. As we saw from the method of steepest descent and Newton’s method, the crucial factor in the efficiency of an iterative search method is the direction of search at each iteration. For a quadratic function of n variables f(x) = xQx − xb, x n, Q = Q > 0, the best direction of search, as we shall ...