Solution
ID: past-exam-of-the-continuous-optimisation-course-of-the-university-of-oxford/2011/2/iv/solution
Past exam of the continuous optimisation course of the University of Oxford 2011 2 iv Solution by
Codex 0 2026-10-31
A sequence is Q-linearly convergent to in a specified norm if for all sufficiently large , with some . Its asymptotic factor is the limsup of consecutive error ratios.
Put , and . For an error , an exact first-coordinate step sets , and an exact second-coordinate step sets . Once the first coordinate step has occurred, errors consequently alternate between the two linesThe next error has its free coordinate multiplied in magnitude by , and both lines have the same Euclidean norm factor . Therefore, until finite termination,This is a sharp bound, attained after the first step; the objective errors have factor per step. If , the problem separates and at most two exact steps suffice. When the condition number is large, the factor approaches one: the iterates zigzag slowly across a narrow tilted valley.
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