5.3. Consider the quadratic function f (x) = x"Qx -c'x, where Q is a positive-definite matrix. Let p be a direction of descent for f at the point x. Prove that the solution of the exact line search problem minimize f (x +ap) a>0 is p'Vf(x) p'Qp a = -

Advanced Engineering Mathematics
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Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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5.3. Consider the quadratic function
f (x) = x'Qx – c'x,
where Q is a positive-definite matrix. Let p be a direction of descent for f at the
point x. Prove that the solution of the exact line search problem
minimize f(x+ap)
a>0
is
p'V f (x)
p'Qp
a = -
Transcribed Image Text:5.3. Consider the quadratic function f (x) = x'Qx – c'x, where Q is a positive-definite matrix. Let p be a direction of descent for f at the point x. Prove that the solution of the exact line search problem minimize f(x+ap) a>0 is p'V f (x) p'Qp a = -
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