Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ib/paper-1/7h/solution

Starting from , gradient descent repeatedly computes the gradient and updates
stopping when the gradient norm, step, or objective decrease is sufficiently small.
The Hessian bounds say that is -strongly convex and has -smooth gradient. With ,
Thus the iteration count is
convergence becomes slower linearly with the condition number .
For
the Hessian matrix is , so
Take
Then
whose Hessian is and whose condition number is .

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