How to prove the existence of a minimum of a quadratic function of two variables? (x, y)=Ax^2+2Bxy+Cy^2+2Dx+2Ey+F, where A>0 and B^2<AC.

InjegoIrrenia1mk

InjegoIrrenia1mk

Answered question

2022-11-06

How to prove the existence of a minimum of a quadratic function of two variables?
f ( x , y ) = A x 2 + 2 B x y + C y 2 + 2 D x + 2 E y + F , where  A > 0  and  B 2 < A C .
Prove that a point (a,b) exists which f has a minimum.
I figured out that there is no stationary point for this equation.
So, Hessian Matrix seems not helpful.
In my book, it says that "change quadratic part to sum of squares
but, Can't think of any way to change it to sum of squares.
Also,
Why f ( a , b ) = D a + E b + F is at this minimum..?

Answer & Explanation

tiulowyn9v

tiulowyn9v

Beginner2022-11-07Added 7 answers

Step 1
You figured out the wrong thing, since by computing the partial derivatives we have that stationary points occur for:
( A B B C ) ( x y ) = ( D E ) .
Step 2
Since the determinant of the matrix on the LHS is positive and A > 0, there is a unique stationary point that is a global minimum for f - it is the center of the associated conic section.
Siena Erickson

Siena Erickson

Beginner2022-11-08Added 4 answers

Step 1
Let H = ( A B B C ) , g = ( D E ) , then we have f ( x ) = x , H x + 2 g , x + F
Note that det H = A C B 2 > 0, so H is invertible.
Show that H is positive definite (this is straightforward, but not immediate, use the fact that the eigenvalues of a symmetric real matrix are real). This shows that f is convex, hence a stationary point is a minimiser.
Then f ( x ) x ( δ ) = 2 ( H x + g ) T δ. It is straightforward to find an x such that f ( x ) x = 0

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