Content deleted Content added
→Properties: The subproblem is convex, and may be linear if D is described by linear constraints, which is mentioned later on. Tags: Mobile edit Mobile web edit |
It's not the gradient but the new point that should satisfy the constraint |
||
Line 15:
:'''Step 1.''' ''Direction-finding subproblem:'' Find <math>\mathbf{s}_k</math> solving
::Minimize <math> \mathbf{s}^T \nabla f(\mathbf{x}_k)</math>
::Subject to <math>\mathbf{x}_k + \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>.)''
| |||