It is also known as Indirect search method or Steepest descent method,this method firstly found to Augustin Louis Cauchy in 1857.The method is used to solve optimization problems.
2. Multivariable optimization methods
The multi-variable optimization methods deal with
the optimization of multivariable design
Similar to the single variable optimization , the multi-
variable optimization methods are also classified into
two categories:
Multivariable
Optimization
Direct Search
Method
Gradient
based Search
Method
3. Steps involved in Study
Multi-variable optimization
methods
Gradient based search
method
Cauchy’s method(Steepest
descent)
Working Rules Procedural Steps
Examples
4. Gradient based search method
They are also known as Indirect search method or
descent method
6. Cauchy’s method(Steepest descent)
Augustin Louis Cauchy, 1789–1857
Cauchy was the first to make a use of
negative gradient direction in 1857 for
minimization problem.
In this method , an initial trial point X1
is chosen , which is iteratively move
along the steepest descent direction
until the optimum point