
21Introduction
can be put in a single matrix referred to as a Jacobian J and is expressed in
mathematical form as
[ ]J =
∂
∂
∂
∂
∂
∂
∂
∂
∂
∂
∂
∂
∂
∂
∂
f
x
f
x
f
x
f
x
f
x
f
x
f
x
1
1
1
2
1
3
2
1
2
2
2
3
3
1
ff
x
f
x
3
2
3
3
∂
∂
∂
(1.47)
For constrained optimization problems, it is possible that moving in the
gradient direction can result in moving into the infeasible region. In such an
instance one wishes to move in some other search direction and would like
to know the rate of change of function in that direction. The directional deriva-
tive provides information on the instantaneous rate of change of a function
in a particular direction. If u is a unit vector, then the dire ...