Methodology

Assume x(0) of x* is given

• Compute g(0) from g(0) = g(x(0)).
• If g ( 0 )  0, then stop
• Compute p(0) such that g(0)Tp(0)<0.
• Set k=0.
• Compute  ( 0 ) , x ( k 1) such that
f (x (k )
 (k )
p )  min f ( x
(k ) (k )
 (k ) (k )
p )


and x ( k 1)
x (k )
 (k )
p (k )
 Methodology
5. Compute p(k+1) such that p(k+1)TAp(j)=0 (j=0,
…,k)
6. Set k=k+1 and go to 4