 Solution

Let $T(x)$ be the weighted average on the right, and define $F$ and $\Phi =\log F$ as in part (i). Their explicit gradient identity isTherefore the displayed equation is exactly the stationary point equation for the strongly convex $\Phi$. It has one solution, which is the unique minimizer from part (i). Reuse the BFGS iteration, withThe gradient is explicit, the weights can again be scaled by their largest exponent, and the usual full-memory BFGS assumptions give local superlinear convergence.

Simply setting $x_{n+1}=T(x_n)$ is not automatically a convergent fixed-point iteration. Differentiating the normalized weights giveswhose operator norm need not be below $1$. For example, in one dimension with centres $-1,1$, $T(x)=-\tanh (2x)$ and $T^{\prime }(0)=-2$: the desired fixed point is locally repelling for that naive iteration. If exact second derivatives are affordable, multivariable Newton iteration on $x-T(x)=0$ is another valid choice, with Jacobian matrix $I-J_T$ as given above and local quadratic convergence.