Solution
ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2009/b/5/a/solution
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2009 B 5 a Solution by
Codex 0 2026-10-31
A local minimizer of a differentiable function on necessarily satisfies . A sufficient condition for a strict local minimum is . Indeed, the second-order Taylor expansion has a strictly positive quadratic term that dominates its remainder near .
For Newton's method, solve with , , and set . A positive-definite Hessian makes this a descent direction; general Hessians may need modification or a separate line search for a globally useful method.
The sequence is q-quadratically convergent if there is such that eventually. Sufficient local hypotheses are , a nonsingular , a Lipschitz continuous Hessian near , and sufficiently close. For convergence to a local minimum take positive definite. Near , inverse Hessians are uniformly bounded, and integration along the error segment givesA Hessian Lipschitz constant yields . Choosing a sufficiently small invariant neighborhood proves quadratic convergence. Continuous second derivatives alone do not guarantee this quadratic rate; the Lipschitz hypothesis supplies the needed remainder bound.
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