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direction in which we seek for the solution should be _maximized_, with respect to derivative, to find minimum (otherwise we would often stand in the same place)(please, prove me if I'm wrong) |
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Step 3. Direction-finding subproblem. Solve for <math>\bar{x_k}</math>
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:Subject to <math>\bar{x_k} \epsilon \mathbf{P}</math>
(note that this is a Linear Program. <math>x_k</math> is fixed during Step 3, while the minimization takes place by varying <math>\bar{x_k}</math>).
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