I.6.3: Rate of Convergenc

Because of the structure of we know that , where is defined implicitly by , or more explicitly by or, in the unconstrained and differentiable case, Differentiating again gives

It follows that This shows how the iteration matrix does not depend (directly) on the derivatives of with respect to and can be interpreted as one minus the curvature of the function at the minimum, relative to the curvature of the augmentation function.