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'''Step 2.''' Convergence test. If <math> \nabla f(x_k)=0</math> then Stop, we have found the minimum.
'''Step 3.''' Direction-finding subproblem. The approximation of the problem that is obtained by replacing the function f with its first-order [[Taylor series|Taylor expansion]] around <math>x_k</math> is found. Solve for <math>\bar{x}_k</math>:
:Minimize <math>f(x_k) + \nabla^T f(x_k) \bar{x}_k</math>
:Subject to <math>\bar{x}_k \epsilon \mathbf{P}</math>
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