Local minimizer 2026-10-25
A local minimizer is a point of the domain of a function at which that function attains a local minimum: some neighbourhood of satisfies for all . The point and the attained value are different objects. Every global minimizer is a local minimizer, but the converse need not hold.
Past exam of the continuous optimisation course of the University of Oxford 2025 2 b i Solution 2026-10-25
Taking the natural logarithm of the positive product constraint gives . Its gradient has entries , so the equality constraint qualification holds everywhere on the feasible set. Use the optimization LagrangianStationarity requires , so every . Substitution into the constraint, using , gives . Thus the only candidate for a local minimum is .
To prove global minimality without assuming the inequality to be established, set . The constraint becomes the affine hyperplane , and the objective function becomes . Its Hessian matrix is positive-definite, so is strictly convex. The elementary tangent inequality , with equality only at zero, givesEquality forces every . ThereforeThis point is the unique global minimizer and the only local minimizer. The logarithm change of variables also explains why a multiplicative constraint leads to a convex optimization argument.