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Local Minimization Problem Set Analysis

The document presents a problem set focused on optimization, requiring the determination of local minimizers under various constraints and conditions. It includes specific cases involving functions, gradients, Hessians, and necessary conditions for minimization. Additionally, it addresses the minimization of the sum of squared differences for a set of real numbers.

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d04.taniya
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15 views1 page

Local Minimization Problem Set Analysis

The document presents a problem set focused on optimization, requiring the determination of local minimizers under various constraints and conditions. It includes specific cases involving functions, gradients, Hessians, and necessary conditions for minimization. Additionally, it addresses the minimization of the sum of squared differences for a set of real numbers.

Uploaded by

d04.taniya
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Problem Set 1

1. Consider the problem


minimize f(x)
subject to x∈Ω
2
where f ∈ 𝐶 . For each of the following specifications for Ω, x*, and f, determine if the given
point x* is : (i) definitely a local minimizer; (ii) definitely not a local minimizer; or (iii) possibly
a local minimizer. Fully justify your answer.

A. f : ℝ2 → ℝ, Ω = {x = [x1,x2]T : x1 ≥ 1}, x* = [1,2]T, and gradient 𝛻f(x*) = [1,1]T .


B. f : ℝ2 → ℝ, Ω = {x = [x1,x2]T : x1 ≥ 1, x2 ≥ 2}, x* = [1,2]T, and gradient 𝛻f(x*) = [1,0]T .
C. f : ℝ2 → ℝ, Ω = {x = [x1,x2]T : x1 ≥ 0, x2 ≥ 0}, x* = [1,2]T, and gradient 𝛻f(x*) = [0,0]T, and
Hessian F(x*) = 𝐼 (identity matrix).
D. f : ℝ2 → ℝ, Ω = {x = [x1,x2]T : x1 ≥ 1, x2 ≥ 2}, x* = [1,2]T, and gradient 𝛻f(x*) = [1,0]T, and
1 0
Hessian F(x*) = [ ].
0 −1
2. Show that if x* is a global minimizer of f over Ω, and x* ∈ Ω’ ⊂ Ω, then x* is a global minimizer of f
over Ω’

3. Suppose that x* is a local minimizer of f over Ω, and Ω’ ⊂ Ω. Show that if x* is an interior point of
Ω, then x* is a local minimizer of f over Ω’. Show that the same conclusion cannot be made if x* is
not an interior point of Ω.

4. Consider the problem


minimize f(x)
subject to x ∈ Ω,
2
where f : ℝ → ℝ is given by f(x) = 5x2 with x = [x1,x2]T, and Ω = {x = [x1,x2]T : x12 + x2 ≥ 1}. Answer
each of the following questions, showing complete justification.
a. Does the point x* = [0,1]T satisfy the first-order necessary condition?
b. Does the point x* = [0,1]T satisfy the second-order necessary condition?
c. Is the point x* = [0,1]T a local minimizer?

5. Consider the problem


minimize f(x)
subject to x ∈ Ω,
2
where x = [x1,x2] , f : ℝ → ℝ is given by f(x) = 4x12 - x22, and Ω = {x : x12 + 2x1 - x2 ≥ 0, x1 ≥ 0,
T

x2 ≥ 0}. Answer each of the following questions, showing complete justification.


a. Does the point x* = 0 = [0,0]T satisfy the first-order necessary condition?
b. Does the point x* = 0 satisfy the second-order necessary condition?
c. Is the point x* = 0 a local minimizer?

6. Suppose that we are given n real numbers, x1,x2,…,xn. Find the number 𝑥̅ ∈ ℝ such that the sum
of the squared difference between 𝑥̅ and the above numbers is minimized (assuming the
solution 𝑥̅ exists).

Common questions

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A point's feasibility in terms of constraints influences its ability to be a local minimizer, even if it satisfies both first and second-order conditions. If a point meets these conditions but violates the constraints (therefore being infeasible), it cannot be a local minimizer because the optimization problem requires feasible solutions.

A point is considered an interior point of a constraint set if it lies strictly within the boundary and all constraints are strictly satisfied. This status affects its role as a minimizer as it ensures the feasibility of small perturbations around the point without violating constraints, often allowing the point to satisfy local minimizer criteria more robustly compared to boundary points.

Changes in the functional form of the objective function can significantly affect the determination of minimizer status. Different functional forms can lead to different gradients or Hessians, thus altering whether points satisfy first or second-order necessary conditions, impacting their classification as local or global minimizers. A change could introduce new possible minimizers with different constraints.

Modifying a constraint set can change the local minimizer status of a point by altering the feasible region within which the optimization is performed. If a point was a local minimizer within a certain constraint set, narrowing this set or introducing tighter constraints might render the point infeasible or expose other points with potentially lower function values.

A non-zero gradient at a candidate point in constrained optimization typically implies that the first-order necessary condition for optimality is violated, suggesting that the point is not a local minimizer unless the gradient direction aligns with the normal to the boundary of the constraint set. This non-zero indicates that there is a direction in which the function can be decreased further.

The analysis of the Hessian matrix is crucial for confirming a local minimum because it provides information on the curvature of the objective function. In constrained optimization, if the Hessian is positive semidefinite with respect to the feasible direction at a candidate point, it supports the point being a local minimizer by confirming convexity locally.

To determine if a point is a local minimizer of a function subject to constraints, one can first check the first-order necessary condition, which requires the gradient of the function at that point to be zero or aligned with the normal to the constraint boundary if constrained. For further verification, the second-order necessary condition involves analyzing the Hessian matrix to ensure it is positive semidefinite on the tangent space to the constraints at the point.

If the Hessian matrix at a point is the identity matrix, it indicates that the matrix is positive definite. This satisfies the second-order necessary condition, suggesting that the point could potentially be a local minimizer if it also satisfies the first-order necessary condition.

Violating a constraint directly affects the feasibility of a solution. When a point does not satisfy all constraints, even if it satisfies first and second-order conditions, it is invalid as a solution to the constrained optimization problem because the problem requires adherence to all constraints. This restricts the point from being considered as a potential local minimizer.

A point is a global minimizer of a function over a subset if it is both a local minimizer within the subset and no points in the subset have a lower function value. Specifically, if a point is a global minimizer over a set and it lies within a subset of that set, it remains a global minimizer within the subset, given that the subset does not introduce any lower values of the function.

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