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Math Help - Is Convexity Necessary for Lagrangian

  1. #1
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    Is Convexity Necessary for Lagrangian

    I am trying to find the conditioned minima for f(x,y) given the constraint g(x,y).

    For this to be a minima under the constraint, does f and g need to be convex?

    Or do they just need to be continuous and non-zero first derivatives?

    When is convexity necessary for optimization and when it isn't?


    Thank you in advance
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  2. #2
    Super Member Rebesques's Avatar
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    When is convexity necessary...

    Don't know what you think, but for myself
    I enjoy it when a minimization problem has a unique solution :P




    and when it isn't?

    When it isn't... Either the problem is geometrically obvious,
    or requires extra machinery (such as quasiconvexity, rank-1 convexity, polyconvexity...).
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