1.Previous
3.Next

of the conjugacy constraint on convergence). Following this direction, the next optimal location is given by
:with
:

where the last equality follows from the definition of .The expression for can be derived if one substitutes the expression for x_k+1 into f and minimizing it with respect to
:

The resulting algorithm

The above algorithm gives the most straightforward explanation of the conjugate gradient method. Seemingly, the algorithm as stated requires storage of all previous searching

1.Previous
3.Next