Past exam of the mathematics course of the University of Oxford / 2023 / Prelims / Mathematics IV / 7 / c / i / Solution

For a twice continuously differentiable function $F$, its gradient and Hessian matrix areA critical point solves $\nabla F=0$. The Jacobian matrix of this vector equation is $H_F$, so the multivariable Newton iteration isEquivalently ${\mathbf{x}}_{k+1}={\mathbf{x}}_k-H_F({\mathbf{x}}_k{)}^{-1}\nabla F({\mathbf{x}}_k)$ when the Hessian matrix is invertible. Solving the linear system is the direct computational form. A critical point found in this way need not be a local minimum; its type requires a separate check.