## 11.10 $$ \hat{f}(x) \simeq f(x_{k})+\langle \nabla f(x_{k}),x-x_{k} \rangle + \frac{L}{2}\left \| x-x_{k} \right\|^{2} $$ [推导]: $$ \begin{aligned} \hat{f}(x) &\simeq f(x_{k})+\langle \nabla f(x_{k}),x-x_{k} \rangle + \frac{L}{2}\left \| x-x_{k} \right\|^{2} \\ &= f(x_{k})+\langle \nabla f(x_{k}),x-x_{k} \rangle + \langle\frac{L}{2}(x-x_{k}),x-x_{k}\rangle \\ &= f(x_{k})+\langle \nabla f(x_{k})+\frac{L}{2}(x-x_{k}),x-x_{k} \rangle \\ &= f(x_{k})+\frac{L}{2}\langle\frac{2}{L}\nabla f(x_{k})+(x-x_{k}),x-x_{k} \rangle \\ &= f(x_{k})+\frac{L}{2}\langle x-x_{k}+\frac{1}{L}\nabla f(x_{k})+\frac{1}{L}\nabla f(x_{k}),x-x_{k}+\frac{1}{L}\nabla f(x_{k})-\frac{1}{L}\nabla f(x_{k}) \rangle \\ &= f(x_{k})+\frac{L}{2}\left\| x-x_{k}+\frac{1}{L}\nabla f(x_{k}) \right\|_{2}^{2} -\frac{1}{2L}\left\|\nabla f(x_{k})\right\|_{2}^{2} \\ &= \frac{L}{2}\left\| x-(x_{k}-\frac{1}{L}\nabla f(x_{k})) \right\|_{2}^{2} + const \qquad (因为f(x_{k})和\nabla f(x_{k})是常数) \end{aligned} $$