Consider a convex function f which is differentiable on closed convex set Y. Then it holds x is minimizer of f if <grad f(x),x−y><=0,AAy in Y

Drew Williamson

Drew Williamson

Answered question

2022-09-06

Consider a convex function f which is differentiable on closed convex set Y. Then it holds x is minimizer of f if < f ( x ) , x y >≤ 0 , y Y
Proof:
Assume < f ( x ) , x y >> 0 and consider h ( t ) = f ( x + t ( y x ) ) h ( t ) < 0
Why is this a contradiction?

Answer & Explanation

Shane Middleton

Shane Middleton

Beginner2022-09-07Added 7 answers

If h ( 0 ) < 0 then you can find a t>0 such that h ( t ) < h ( 0 ), which translates to
f ( x + t ( y x ) ) < f ( x )
Therefore x can't be the minimizer, which contradicts your assumption.

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