Solution
ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/b/7/ii/solution
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2007 B 7 ii Solution by
Codex 0 2026-10-31
A Lipschitz gradient with constant gives the descent lemmaFor , this upper bound is at most whenever . Since is a descent direction, the right side is positive. Thus the Armijo condition holds throughoutAt it holds by equality. If the gradient Lipschitz constant can be taken as zero, the objective is affine and every positive step along a descent direction passes this sufficient-decrease test.
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