Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-oxford/2017/prelims/mathematics-iv-resit/7/b/ii/solution

Expanding and taking partial derivatives gives the gradient and Hessian matrix
At , these are and
Thus the Newton step solves
The second equation gives ; substituting into the first gives . Hence
At , however,
The eigenvalues of this Hessian matrix are in direction and in direction . It is invertible but indefinite. Thus the Newton step is zero, and
This illustrates that stationary points are fixed points of Newton's method. Here the fixed point is a saddle point of a scalar function, not a local minimum. Indeed, direct substitution along the two eigenvector directions gives
For sufficiently small nonzero , one direction decreases and the other increases it. The global minimum is instead zero: the sum of squares vanishes at and . These are the only real zeros, since and imply . Thus a zero gradient is an insufficient stopping certificate for minimization problem without classifying the stationary point.

New to topics? Read the docs here!