Solution (source code)

= Solution

First control the denominator. The <mean value theorem> applied to $f'$ yields, for $0<x\le2000$,
$$
f'(x)>1-\frac{x}{4000}\ge\frac12.
$$
Thus $f$ is strictly increasing on $[0,2000]$ and all proposed Newton steps within that interval are defined.

Assume $0\le x_n<x^*$. Then $f(x_n)<0$ and $f'(x_n)>0$, so $x_{n+1}>x_n$. Apply <Taylor's theorem> instead at the root, expanding about $x_n$:
$$
0=f(x_n)+f'(x_n)(x^*-x_n)+\frac12f''(\xi_n)(x^*-x_n)^2.
$$
After rearranging and substituting the Newton step, the signed error satisfies
$$
\epsilon_{n+1}=\frac{f''(\xi_n)}{2f'(x_n)}\epsilon_n^2<0.
$$
Consequently $x_n<x_{n+1}<x^*$. Starting from $x_0=0$, <mathematical induction> proves this for every finite $n$, establishing that \b[the signed errors are negative and strictly increasing]. Since $f''(\xi_n)>-1/4000$ and $2f'(x_n)>1$,
$$
\boxed{\epsilon_{n+1}\ge-\frac{\epsilon_n^2}{4000}.}
$$
Writing $E_n=-\epsilon_n$ gives $0<E_{n+1}\le E_n^2/4000$. Since $E_0=x^*<2000$, this also implies $E_n\le4000(E_0/4000)^{2^n}\to0$, proving <quadratic convergence>. This is the <concave Newton iteration from below>.

\Image[/past-exam-of-the-year-1-of-the-computer-science-course-of-the-university-of-oxford/2023/discrete-mathematics-probability-and-continuous-mathematics-concave-newton.png]
{title=Original geometry of Newton iteration below a concave curve; the illustrated function satisfies the bounds but is not supplied by the examination}