For , the unit steepest descent direction is by the Cauchy-Schwarz inequality. The usual unnormalized direction is ; choosing its scale separately as a line-search step gives the same ray. It satisfies , so it is a descent direction. The first-order Taylor expansion then guarantees decrease for sufficiently small positive steps. The subsequent bounds use this unnormalized negative-gradient convention.
A descent direction satisfies , where ; the first-order Taylor expansion then gives for sufficiently small . To compare directions one must fix their scale. Among Euclidean unit vectors, the Cauchy-Schwarz inequality givesThis is the unit steepest descent direction. The conventional unnormalized direction used in the algorithm is the same ray, . Equivalently it is the unique minimizer of . If there is no strict first-order descent direction, and the conventional update is zero.
At an unconstrained local minimizer of a twice continuously differentiable objective function, the first-order optimality condition is . The second-order necessary condition is for every direction , so the Hessian matrix is positive semidefinite.
For the Euclidean norm, the unit steepest descent direction is when ; the algorithm usually uses the unnormalized direction . It is a descent direction because .
Two limitations of unpreconditioned steepest descent method in high-accuracy smooth optimization are its slow zigzagging on ill-conditioned valleys and its sensitivity to scaling of the coordinates. It uses no curvature information to correct those directions, so it can require many function and gradient evaluations compared with a suitable Newton or quasi-Newton method. These are reasons to prefer curvature-aware methods in that setting, rather than a claim that gradient-based methods are never useful.