Q(x) is a strictly convex function, show that G is positive definite

In summary: So in summary, it is possible to prove that $G$ is positive definite by showing that the convex function $q(\textbf{x})$ satisfies $q(\textbf{x}) > q(-\textbf{x})$ for all nonzero vectors $\textbf{x}$, which implies that $G$ is positive definite. This can be done by plugging in specific values in the convex function definition and simplifying the inequality.
  • #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.
 
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  • #2
numbersense said:
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.
I don't think you need to use the gradient or the Hessian to show that $G$ is positive definite. The fact that $q$ is strictly convex tells you that $q(\textbf{0}) <\frac12\bigl(q(\textbf{x}) + q(-\textbf{x})\bigr)$, for any nonzero vector $\textbf{x}.$ It follows very easily that $0 < \textbf{x}^T G \textbf{x}$.
 
  • #3
Opalg said:
I don't think you need to use the gradient or the Hessian to show that $G$ is positive definite. The fact that $q$ is strictly convex tells you that $q(\textbf{0}) <\frac12\bigl(q(\textbf{x}) + q(-\textbf{x})\bigr)$, for any nonzero vector $\textbf{x}.$ It follows very easily that $0 < \textbf{x}^T G \textbf{x}$.

Thanks. It follows like this.
\begin{align*}
q\left(\frac{1}{2} \textbf{x} + \left(1 - \frac{1}{2}\right) (-\textbf{x})\right) = q(0) = c <& \frac{1}{2} q(\textbf{x}) + \left(1 - \frac{1}{2}\right) q(-\textbf{x}) = \textbf{x}^T G \textbf{x} + c\\
\textbf{x}^T G\textbf{x} >& 0
\end{align*}

This is quite clever. I didn't think of obtaining an inequality by using specific values in the convex function definition.
 

FAQ: Q(x) is a strictly convex function, show that G is positive definite

What is a strictly convex function?

A strictly convex function is a mathematical function that satisfies the condition that the line segment connecting any two points on the graph of the function lies entirely above the graph.

What does it mean for a function to be positive definite?

A function is positive definite if it returns a positive value for any non-zero input. In other words, the function is always greater than zero for any non-zero input.

How do you prove that a function is strictly convex?

To prove that a function is strictly convex, you must show that it satisfies the condition that the line segment connecting any two points on the graph of the function lies entirely above the graph. This can be done through various methods, such as showing the function's second derivative is always positive or using the definition of convexity to prove the condition.

What is the relationship between a strictly convex function and a positive definite function?

A strictly convex function is always positive definite, but a positive definite function may not necessarily be strictly convex. This is because a strictly convex function has a stricter condition for convexity compared to a positive definite function.

Can you provide an example of a strictly convex function and show that it is positive definite?

One example of a strictly convex function is f(x) = x^2. To show that it is positive definite, we can use the definition and choose any non-zero value for x, such as 1. Substituting x = 1 into the function, we get f(1) = 1^2 = 1, which is greater than 0. Therefore, f(x) = x^2 is strictly convex and positive definite.

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