- #1
numbersense
- 5
- 0
Consider the quadratic function $\displaystyle q(\textbf{x}) = \frac{1}{2} \textbf{x}^T G \textbf{x} + \textbf{d}^T \textbf{x} + c$ on $\mathbb{R}^n$, where $\textbf{d}$ is a constant $n \times 1$ vector, $G$ is a constant $n \times n$ symmetric matrix and $c$ is a scalar.
The gradient is $\nabla q(\textbf{x}) = G \textbf{x} + \textbf{d}$ and the Hessian is $\nabla^2 q(\textbf{x}) = G$.
If $q(\textbf{x})$ is a strictly convex function then show that $G$ is positive definite.I am not sure whether I should start with the convex function definition or start by considering the gradient or the Hessian.
I tried expanding the inequality in the convex function definition but didn't get anywhere.
There is a proposition that says $f$ is strictly convext on $\mathbb{R}^n$ $\implies$ any stationary point is the unique global minimizer. (I can't even prove that a stationary point exists) Another theorem says that positive definiteness is a sufficient condition for being a unique global minimizer and positive semi definiteness is a necessary condition for being a local minimizer. I can't see how to use these statements to prove what the question is asking.
The gradient is $\nabla q(\textbf{x}) = G \textbf{x} + \textbf{d}$ and the Hessian is $\nabla^2 q(\textbf{x}) = G$.
If $q(\textbf{x})$ is a strictly convex function then show that $G$ is positive definite.I am not sure whether I should start with the convex function definition or start by considering the gradient or the Hessian.
I tried expanding the inequality in the convex function definition but didn't get anywhere.
There is a proposition that says $f$ is strictly convext on $\mathbb{R}^n$ $\implies$ any stationary point is the unique global minimizer. (I can't even prove that a stationary point exists) Another theorem says that positive definiteness is a sufficient condition for being a unique global minimizer and positive semi definiteness is a necessary condition for being a local minimizer. I can't see how to use these statements to prove what the question is asking.