Linear algebra/ optimization proof

In summary, a vector d is a direction of negative curvature for a function f at point x if dT \nabla ^2f(x)d <0 and it has been proven that such a direction exists if at least one of the eigenvalues of \nabla ^2 f(x) is negative. The proof involves the fact that a matrix has a negative eigenvalue if there is a vector v such that Av=Lv and v^Tv>=0.
  • #1
SNOOTCHIEBOOCHEE
145
0

Homework Statement



A vector d is a direction of negative curvature for the function f at the point x if dT [tex]\nabla ^2[/tex]f(x)d <0. Prove that such a direction exists if at least one of the eigenvalues of [tex]\nabla ^2[/tex] f(x) is negative


The Attempt at a Solution



Im having trouble with this problem because i don't know enough about linear albegra.

What types of matrices have negative eigenvalues? is there some sort of identity that I am missing? can somebody point me in the right direction?

Basically i think this proof is going to go like somehow having a negative eigenvalue implies that dT [tex]\nabla ^2[/tex]f(x)d will be less that zero but i have no clue how to make that intial statement.
 
Last edited by a moderator:
Physics news on Phys.org
  • #2
You hardly need to know anything. A matrix A has an eigenvalue L if there is a vector v such that Av=Lv. v^Tv>=0 (it's just v.v, the dot product). Just substitute your operator for A.
 

FAQ: Linear algebra/ optimization proof

What is linear algebra?

Linear algebra is a branch of mathematics that deals with the study of linear equations, vectors, and matrices. It involves the use of algebraic operations to solve systems of linear equations and analyze geometric transformations.

How is linear algebra used in optimization?

Linear algebra is used in optimization to model and solve problems where the goal is to find the best possible solution from a set of feasible options. It is used to represent constraints and objectives in a mathematical form, which can then be optimized using techniques such as linear programming and gradient descent.

What is a proof in linear algebra/optimization?

A proof in linear algebra/optimization is a logical argument that shows the validity of a statement or theorem. It involves using established mathematical principles and techniques to demonstrate that a given statement is true.

What are some common techniques used in linear algebra/optimization proofs?

Some common techniques used in linear algebra/optimization proofs include matrix operations, vector spaces, linear transformations, determinants, and eigenvalues/eigenvectors. In optimization, techniques such as convexity, duality, and Lagrange multipliers are often used.

Why is understanding linear algebra/optimization proofs important?

Understanding linear algebra/optimization proofs is important because it provides a rigorous and systematic approach to solving problems in these fields. It also helps in developing critical thinking skills and a deeper understanding of the underlying principles and concepts. Additionally, these proofs serve as the foundation for more advanced topics in mathematics and applications in various fields such as economics, engineering, and computer science.

Back
Top