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Adding local short description: "Optimization algorithm", overriding Wikidata description "optimization algorithm" |
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::Minimize <math> \mathbf{s}^T \nabla f(\mathbf{x}_k)</math>
::Subject to <math>\mathbf{s} \in \mathcal{D}</math>
:''(Interpretation: Minimize the linear approximation of the problem given by the first-order [[Taylor series|Taylor approximation]] of <math>f</math> around <math>\mathbf{x}_k \!</math> constrained to stay within <math>\mathcal{D}</math>.)''
:'''Step 2.''' ''Step size determination:'' Set <math>\alpha \leftarrow \frac{2}{k+2}</math>, or alternatively find <math>\alpha</math> that minimizes <math> f(\mathbf{x}_k+\alpha(\mathbf{s}_k -\mathbf{x}_k))</math> subject to <math>0 \le \alpha \le 1</math> .
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