Solution

ID: past-exam-of-the-continuous-optimisation-course-of-the-university-of-oxford/2011/2/i/solution

Assume the denominators are defined, so . For a descent direction , set . The Wolfe conditions are
The first is sufficient decrease and the second is the curvature condition. Here
is positive definite, with eigenvalues . The exact step is
It gives , so the curvature condition holds. Its decrease is , so sufficient decrease holds for the usual choice , . Hence exact searches satisfy Wolfe with an Armijo constant at most one half. If one allowed , even an exact quadratic minimizer would fail that condition; the parameter range matters.

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