Solution
ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/b/7/i/solution
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2007 B 7 i Solution by
Codex 0 2026-10-31
For , the unit steepest descent direction is by the Cauchy-Schwarz inequality. The usual unnormalized direction is ; choosing its scale separately as a line-search step gives the same ray. It satisfies , so it is a descent direction. The first-order Taylor expansion then guarantees decrease for sufficiently small positive steps. The subsequent bounds use this unnormalized negative-gradient convention.
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