Solution

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

Interpret boundedness above uniformly: there is an such that for every . Since is a positive-definite symmetric matrix, the spectral theorem implies . Therefore
Combining the Armijo condition with yields
If , a telescoping sum gives
The nonnegative series converges, so its terms tend to zero:
This proves first-order global convergence in the sense of stationarity from uniformly bounded quasi-Newton matrices. It does not imply that every nonconvex objective function reaches a global minimum, or that the iterates themselves converge. Every finite limit point is a stationary point, by continuity of the gradient.

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