The things we know, usually minimization of a convex function, unique solution will exist. My q

misurrosne

misurrosne

Answered question

2022-06-16

The things we know, usually minimization of a convex function, unique solution will exist.

My question is, maximization of a strictly convex function, will that give an unique maximum? If so how we can proof that. The objective function looks like below.
max A e ( d 0 + d 1 ) + B e ( d 0 + d 1 + d 2 ) + C
A,B and C are constants and d 0 , d 1 , d 2 are euclidean distances.

Answer & Explanation

Harold Cantrell

Harold Cantrell

Beginner2022-06-17Added 21 answers

In general, the maximum of a strictly convex function over a convex set is not guaranteed to be bounded or unique. A sufficient counter example for boundedness is f ( x ) = x 2 , with a counterexample for uniqueness achieved by restricting x to [−1,1].
For this example (assuming d i 0), the maximum occurs at d 0 = d 1 = d 2 = 0.

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