Steepest descent

• Starting from X(k), find a new point X(k+1) such that J(X(k+1)) < J(X(k))

Q being positive definite, it means that for any vector X, XTQX ɬ. This insures that a minimum exists

1/ Compute ÑJ(X(k))

2/ Search direction:

3/ Linear search

4/ New iterate:

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