How does $f_0(z(0))' < 0 Rightarrow f_0(z(t)) lt f_0(x)$?
$begingroup$
From Convex optimization by Boyd and Vanderberghe:
In the red box in the proof below:
How does the fact that the derivative of $f_0(z(t))$ at $t=0$ show that $f_0(z(t)) lt f_0(x)$?
proof-explanation convex-optimization
$endgroup$
add a comment |
$begingroup$
From Convex optimization by Boyd and Vanderberghe:
In the red box in the proof below:
How does the fact that the derivative of $f_0(z(t))$ at $t=0$ show that $f_0(z(t)) lt f_0(x)$?
proof-explanation convex-optimization
$endgroup$
add a comment |
$begingroup$
From Convex optimization by Boyd and Vanderberghe:
In the red box in the proof below:
How does the fact that the derivative of $f_0(z(t))$ at $t=0$ show that $f_0(z(t)) lt f_0(x)$?
proof-explanation convex-optimization
$endgroup$
From Convex optimization by Boyd and Vanderberghe:
In the red box in the proof below:
How does the fact that the derivative of $f_0(z(t))$ at $t=0$ show that $f_0(z(t)) lt f_0(x)$?
proof-explanation convex-optimization
proof-explanation convex-optimization
asked Feb 2 at 12:17
Oliver GOliver G
1,2621634
1,2621634
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1 Answer
1
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oldest
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$begingroup$
Consider the function $g(t) = f_0(z(t))$. It is given that
$$
g'(0) = lim_{t to 0} frac{g(t) - g(0)}{t-0}
$$
exists and is negative. From the definition of the limit it follows that
there is a $delta > 0$ such that
$$
frac{g(t) - g(0)}{t-0} < frac 12 g'(0)
$$
for $|t| < delta$. Consequently, for $0 < t < delta$,
$$
g(t) < g(0) + frac t2 g'(0) < g(0) , .
$$
$endgroup$
$begingroup$
How does it follow that for small $t$ we have $g(t) - g(0) lt 0$? Where is $t$ sufficient?
$endgroup$
– Oliver G
Feb 2 at 12:35
$begingroup$
And why can you be sure that it's not $0$ or positive for small positive $t$?
$endgroup$
– Oliver G
Feb 2 at 12:54
$begingroup$
@OliverG: I have added more details.
$endgroup$
– Martin R
Feb 2 at 13:22
add a comment |
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1 Answer
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active
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1 Answer
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active
oldest
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oldest
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$begingroup$
Consider the function $g(t) = f_0(z(t))$. It is given that
$$
g'(0) = lim_{t to 0} frac{g(t) - g(0)}{t-0}
$$
exists and is negative. From the definition of the limit it follows that
there is a $delta > 0$ such that
$$
frac{g(t) - g(0)}{t-0} < frac 12 g'(0)
$$
for $|t| < delta$. Consequently, for $0 < t < delta$,
$$
g(t) < g(0) + frac t2 g'(0) < g(0) , .
$$
$endgroup$
$begingroup$
How does it follow that for small $t$ we have $g(t) - g(0) lt 0$? Where is $t$ sufficient?
$endgroup$
– Oliver G
Feb 2 at 12:35
$begingroup$
And why can you be sure that it's not $0$ or positive for small positive $t$?
$endgroup$
– Oliver G
Feb 2 at 12:54
$begingroup$
@OliverG: I have added more details.
$endgroup$
– Martin R
Feb 2 at 13:22
add a comment |
$begingroup$
Consider the function $g(t) = f_0(z(t))$. It is given that
$$
g'(0) = lim_{t to 0} frac{g(t) - g(0)}{t-0}
$$
exists and is negative. From the definition of the limit it follows that
there is a $delta > 0$ such that
$$
frac{g(t) - g(0)}{t-0} < frac 12 g'(0)
$$
for $|t| < delta$. Consequently, for $0 < t < delta$,
$$
g(t) < g(0) + frac t2 g'(0) < g(0) , .
$$
$endgroup$
$begingroup$
How does it follow that for small $t$ we have $g(t) - g(0) lt 0$? Where is $t$ sufficient?
$endgroup$
– Oliver G
Feb 2 at 12:35
$begingroup$
And why can you be sure that it's not $0$ or positive for small positive $t$?
$endgroup$
– Oliver G
Feb 2 at 12:54
$begingroup$
@OliverG: I have added more details.
$endgroup$
– Martin R
Feb 2 at 13:22
add a comment |
$begingroup$
Consider the function $g(t) = f_0(z(t))$. It is given that
$$
g'(0) = lim_{t to 0} frac{g(t) - g(0)}{t-0}
$$
exists and is negative. From the definition of the limit it follows that
there is a $delta > 0$ such that
$$
frac{g(t) - g(0)}{t-0} < frac 12 g'(0)
$$
for $|t| < delta$. Consequently, for $0 < t < delta$,
$$
g(t) < g(0) + frac t2 g'(0) < g(0) , .
$$
$endgroup$
Consider the function $g(t) = f_0(z(t))$. It is given that
$$
g'(0) = lim_{t to 0} frac{g(t) - g(0)}{t-0}
$$
exists and is negative. From the definition of the limit it follows that
there is a $delta > 0$ such that
$$
frac{g(t) - g(0)}{t-0} < frac 12 g'(0)
$$
for $|t| < delta$. Consequently, for $0 < t < delta$,
$$
g(t) < g(0) + frac t2 g'(0) < g(0) , .
$$
edited Feb 2 at 13:22
answered Feb 2 at 12:31


Martin RMartin R
31k33561
31k33561
$begingroup$
How does it follow that for small $t$ we have $g(t) - g(0) lt 0$? Where is $t$ sufficient?
$endgroup$
– Oliver G
Feb 2 at 12:35
$begingroup$
And why can you be sure that it's not $0$ or positive for small positive $t$?
$endgroup$
– Oliver G
Feb 2 at 12:54
$begingroup$
@OliverG: I have added more details.
$endgroup$
– Martin R
Feb 2 at 13:22
add a comment |
$begingroup$
How does it follow that for small $t$ we have $g(t) - g(0) lt 0$? Where is $t$ sufficient?
$endgroup$
– Oliver G
Feb 2 at 12:35
$begingroup$
And why can you be sure that it's not $0$ or positive for small positive $t$?
$endgroup$
– Oliver G
Feb 2 at 12:54
$begingroup$
@OliverG: I have added more details.
$endgroup$
– Martin R
Feb 2 at 13:22
$begingroup$
How does it follow that for small $t$ we have $g(t) - g(0) lt 0$? Where is $t$ sufficient?
$endgroup$
– Oliver G
Feb 2 at 12:35
$begingroup$
How does it follow that for small $t$ we have $g(t) - g(0) lt 0$? Where is $t$ sufficient?
$endgroup$
– Oliver G
Feb 2 at 12:35
$begingroup$
And why can you be sure that it's not $0$ or positive for small positive $t$?
$endgroup$
– Oliver G
Feb 2 at 12:54
$begingroup$
And why can you be sure that it's not $0$ or positive for small positive $t$?
$endgroup$
– Oliver G
Feb 2 at 12:54
$begingroup$
@OliverG: I have added more details.
$endgroup$
– Martin R
Feb 2 at 13:22
$begingroup$
@OliverG: I have added more details.
$endgroup$
– Martin R
Feb 2 at 13:22
add a comment |
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