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Let's suppose we have a generator that provides
particular search directions at each step. The new direction can
be the gradient of the objective function (as in the method of
steepest descent), some other operator applied on the residual from
the previous step, or, generally speaking, any arbitrary vector in the
model space. Let us denote the automatically generated direction by
. According to formula (8), the residual
decreases as a result of choosing this direction by
|  |
(9) |
How can we improve on this result?
Next: First step of the
Up: Fomel: Conjugate directions
Previous: IN SEARCH OF THE
Stanford Exploration Project
9/11/2000