Let f be strictly convex. If f has a minimum, show that it is unique. (Hint: assume there are two minima x1, x2 and derive a contradiction using the definition of convexity.)

Respuesta :

Answer: Ok, i will use the hint provided.

We call x1 and x2 to te two mínima of f, that is [tex]\frac{df}{dx} (x1) = 0, \frac{df}{dx} (x2) = 0[/tex].

The convexity condition says that, if f is differentiable, then the graph of f(x) lays above all the tangents between X and Y, if Y>X then

[tex]f(Y) \geq  f(X) + f'(X)*(Y-X)[/tex] where [tex]f'(x) = \frac{df}{dx} (x)[/tex].

then, if we took Y = x1 and X = x2, we have [tex]f(x1) \geq  f(x2)[/tex] because f'(x2) = 0.

now if we took Y = x2 and X = x1,  we have [tex]f(x2) \geq  f(x1)[/tex] because f'(x1) = 0.

Then, x1 = x2. Which implies that we only have one minima.

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