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Appendix C<br />

Derivation <strong>of</strong>the Fletcher­<br />

Reeves Scalar Multiplier<br />

(<br />

Given Equation (5.54) and 13 1 = 0, find l3i' i = 2, 3, ... , n. By (5.52),<br />

From (5.48),<br />

ii-I<br />

Asi-I=g-g<br />

0= (S')TAS i - 1 = (_gi+ l3isi - I )TASi-1<br />

= _giTAsi-I+l3i(Si-I)TAsi-I,<br />

(Xj_\<br />

(gi)TAsi - 1<br />

(Si-I)TASi-1<br />

. T .<br />

(g') g'-O*<br />

o by tangency<br />

SInce<br />

(Si-I)TIe 1= (_ gi-l + l3i_18i-2)Tgi _ 1<br />

= _(gi-I)Tgi-I+l3i_1 (Si-2)Tgi - 1<br />

~<br />

o by orthogonality<br />

*It turns out in conjugate direction line searches to successive line minima that all gl<br />

orthogonal (see Aoki, 1971, p. 121).<br />

are<br />

452

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