Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/b/5/ii/solution

The Cauchy point minimizes the model along the negative-gradient ray within the ball. For , write , . Then
whose scalar minimum occurs at unless the ball cuts the ray short. Therefore
If , its predicted decrease is . Otherwise it is . Thus every feasible step with satisfies the Cauchy decrease bound
For , take ; the bound reduces to zero.

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