Solution
ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/b/5/v/solution
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2007 B 5 v Solution by
Codex 0 2026-10-31
Write for the predicted decrease, assuming a nonstationary point and a step at least as good as the Cauchy point. When , part (ii) gives . Part (iv), using its weaker requested bound, then givesConsequently implies .
For the radius conclusion, use the standard update rules from part (i). Suppose no subsequence of the generated gradient norms tends to zero. Then some bounds those norms below eventually. If , eventually , so every subsequent step is very successful by the preceding estimate. The radius is then maintained or increased, contradicting convergence to zero. Hence a radius tending to zero forces a subsequence of gradient norms to tend to zero. The conclusion uses the trust-region update rules as well as the model estimates.
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