Solution

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

Set and . The Quasi-Newton secant equation is . If is a positive-definite symmetric matrix and , it follows that
The weak curvature part of the Wolfe conditions ensures precisely this necessary condition:
The last product is positive because , , and is a descent direction. This explains why a Quasi-Newton method often uses the Wolfe conditions rather than only the Armijo condition.

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