Solution

ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2009/b/4/a/solution

A descent direction satisfies , where ; the first-order Taylor expansion then gives for sufficiently small . To compare directions one must fix their scale. Among Euclidean unit vectors, the Cauchy-Schwarz inequality gives
This is the unit steepest descent direction. The conventional unnormalized direction used in the algorithm is the same ray, . Equivalently it is the unique minimizer of . If there is no strict first-order descent direction, and the conventional update is zero.

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