Prove, that the direction in Newton's method is a descent direction if the Hessian is positive defnite. Direction=−H(x)^(−1)∗∇f(x) Prove that this is a descent direction?

betterthennewzv

betterthennewzv

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2022-08-16

Prove, that the direction in Newton's method is a descent direction if the Hessian is positive defnite.
d i r e c t i o n = H ( x ) 1 f ( x )prove that this is a descent direction?

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Angel Burton

Angel Burton

Beginner2022-08-17Added 12 answers

By definition, a vector p is a descent direction if
f ( x ) p < 0.
Now, since 2 f ( x ) is positive definite, 2 f ( x ) 1 is also positive definite and therefore
y , 2 f ( x ) 1 y y > 0.
We can then deduce that
f ( x ) ( 2 f ( x ) 1 f ( x ) ) = ( 2 f ( x ) 1 f ( x ) ) f ( x ) < 0
which means that this is indeed a descent direction.

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