Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford / 2007 / B / 5 / ii / Solution

The Cauchy point minimizes the model along the negative-gradient ray within the ball. For $g\ne 0$, write $s=-tg$, $0\le t\le \Delta /\Vert g{\Vert }_2$. Thenwhose scalar minimum occurs at $t=1$ unless the ball cuts the ray short. ThereforeIf $\Vert g{\Vert }_2\le \Delta$, its predicted decrease is $\frac{1}{2}\Vert g{\Vert }_2^2$. Otherwise it is $\Delta \Vert g{\Vert }_2-\frac{1}{2}{\Delta }^2\ge \frac{1}{2}\Delta \Vert g{\Vert }_2$. Thus every feasible step with $m(s)\le m(s_c)$ satisfies the Cauchy decrease boundFor $g=0$, take $s_c=0$; the bound reduces to zero.