Minimizing a quadratic

edited February 2020 in Problems

Write the function
$$
f(x,y,z) = x^2 + 2xy+3y^2 +2yz+z^2 - 2x+3z+2
$$
in the form $\vec{x}^T K \vec{x} -2 \vec{x}^T \vec{f} +c$, where $K$ is a symmetric, positive definite matrix. Identify the linear system that you would then solve to find the minimizer of $f$. You do not need to solve the system.

This is essentially part of problem 5.2.1 from our text

Comments

  • edited February 2020

    null

  • edited February 2020

    In order to get p(x,y,z) in the desired form, we can create a matrix K by

    $$ K = \begin{pmatrix}
    x^2 & xy/2 & xz/2 \\
    xy/2 & y^2 & yz/2 \\
    xz/2 & yz/2 & z^2 \\
    \end{pmatrix}$$

    which when analyzing the function and plugging in produces a K matrix

    $$ K =\begin{pmatrix}
    1 & 1 & 0 \\
    1 & 3 & 1 \\
    0 & 1 & 1 \\
    \end{pmatrix}
    $$

    It just so happens,

    $$ K^T = K $$ and $$\vec{x}^T K \vec{x} > 0$$

    satisfying both the requirements for K to a positive definite matrix, which implies the minimum occurs at $$ K \vec{x} = \vec{f} $$

    We look back to our polynomial and focus on $$ -2x + 3z $$

    From this we can say $$ \vec{f} $$ from $$ -2\vec{x}^T \vec{f} = $$

    $$ \vec{f} =\begin{pmatrix}
    1\\
    0 \\
    \frac{3}{2} \\
    \end{pmatrix}
    $$

    We would then need to find the x vector that satisfies Kx=f.

    mark
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