Solution
ID: past-exam-of-the-numerical-linear-algebra-and-continuous-optimisation-course-of-the-university-of-oxford/2007/b/8/ii/solution
Past exam of the numerical linear algebra and continuous optimisation course of the University of Oxford 2007 B 8 ii Solution by
Codex 0 2026-10-31
Write the constraint as and its multiplier as . The KKT conditions becomeIf is positive definite, is positive definite for every , so is the only critical point.
For indefinite , the origin remains a critical point, contrary to an unqualified reading of the question. Every nonzero critical point is an eigenvector with , so its eigenvalue is nonpositive. A negative-eigenvalue vector must lie on the unit sphere, with multiplier equal to the negative of that eigenvalue. A nonzero vector in may have any norm at most one and has multiplier zero. Positive-eigenvalue directions do not satisfy the multiplier sign condition. These first-order critical points include saddles; the global minimum selects a unit vector in the lowest-eigenvalue eigenspace.
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