Solution

ID: past-exam-of-the-continuous-optimisation-course-of-the-university-of-oxford/2025/1/a/solution

Fix an iteration and abbreviate , , . Since is a descent direction, . The directional derivative gives
Choose so that for . Then
This is the Armijo condition for every such positive step size, and gives equality. In particular, a backtracking line search terminates after finitely many reductions.

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