Solution
ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/b/8/iv/solution
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2007 B 8 iv Solution by
Codex 0 2026-10-31
Put . Differentiating the barrier gradient givesAt a nonzero stationary point on the branch , . Choose an orthonormal eigenbasis of the symmetric matrix whose first vector is . On each of the remaining eigenvectors the rank-one term vanishes, so the corresponding Hessian eigenvalues areAlong , the first two terms cancel and the remaining eigenvalue isIf repeats, a transverse eigenvalue can be zero. If a lower eigenvalue than exists, a transverse eigenvalue is negative, identifying this stationary branch as a saddle rather than a minimum.
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