Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/b/7/iv/solution

For , part (ii) simplifies to . If the initial step is accepted, . Otherwise the immediately preceding trial failed and hence exceeded . Therefore
The fixed global Lipschitz constant and search parameters make this lower bound uniform across iterations. At , the zero update passes the first trial and the sequence can be kept stationary.

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