# Sufficient & Necessary Conditions for Global Optima

## Theorem

Let f be twice differentiable function. If $\bar{x}$ is a local minima, then $\bigtriangledown f\left ( \bar{x} \right )=0$ and the Hessian matrix $H\left ( \bar{x} \right )$ is a positive semidefinite.

### Proof

Let $d \in \mathbb{R}^n$. Since f is twice differentiable at $\bar{x}$.

Therefore,

$f\left ( \bar{x} +\lambda d\right )=f\left ( \bar{x} \right )+\lambda \bigtriangledown f\left ( \bar{x} \right )^T d+\lambda^2d^TH\left ( \bar{x} \right )d+\lambda^2d^TH\left ( \bar{x} \right )d+$

$\lambda^2\left \| d \right \|^2\beta \left ( \bar{x}, \lambda d \right )$

But $\bigtriangledown f\left ( \bar{x} \right )=0$ and $\beta\left ( \bar{x}, \lambda d \right )\rightarrow 0$ as $\lambda \rightarrow 0$

$\Rightarrow f\left ( \bar{x} +\lambda d \right )-f\left ( \bar{x} \right )=\lambda ^2d^TH\left ( \bar{x} \right )d$

Since $\bar{x }$ is a local minima, there exists a $\delta > 0$ such that $f\left ( x \right )\leq f\left ( \bar{x}+\lambda d \right ), \forall \lambda \in \left ( 0,\delta \right )$

## Theorem

Let $f:S \rightarrow \mathbb{R}^n$ where $S \subset \mathbb{R}^n$ be twice differentiable over S. If $\bigtriangledown f\left ( x\right )=0$ and $H\left ( \bar{x} \right )$ is positive semi-definite, for all $x \in S$, then $\bar{x}$ is a global optimal solution.

### Proof

Since $H\left ( \bar{x} \right )$ is positive semi-definite, f is convex function over S. Since f is differentiable and convex at $\bar{x}$

$\bigtriangledown f\left ( \bar{x} \right )^T \left ( x-\bar{x} \right ) \leq f\left (x\right )-f\left (\bar{x}\right ),\forall x \in S$

Since $\bigtriangledown f\left ( \bar{x} \right )=0, f\left ( x \right )\geq f\left ( \bar{x} \right )$

Hence, $\bar{x}$ is a global optima.

## Theorem

Suppose $\bar{x} \in S$ is a local optimal solution to the problem $f:S \rightarrow \mathbb{R}$ where S is a non-empty subset of $\mathbb{R}^n$ and S is convex. $min \:f\left ( x \right )$ where $x \in S$.

Then:

• $\bar{x}$ is a global optimal solution.

• If either $\bar{x}$ is strictly local minima or f is strictly convex function, then $\bar{x}$ is the unique global optimal solution and is also strong local minima.

### Proof

Let $\bar{x}$ be another global optimal solution to the problem such that $x \neq \bar{x}$ and $f\left ( \bar{x} \right )=f\left ( \hat{x} \right )$

Since $\hat{x},\bar{x} \in S$ and S is convex, then $\frac{\hat{x}+\bar{x}}{2} \in S$ and f is strictly convex.

$\Rightarrow f\left ( \frac{\hat{x}+\bar{x}}{2} \right )< \frac{1}{2} f\left (\bar{x}\right )+\frac{1}{2} f\left (\hat{x}\right )=f\left (\hat{x}\right )$

Hence, $\hat{x}$ is a unique global optimal solution.

## Corollary

Let $f:S \subset \mathbb{R}^n \rightarrow \mathbb{R}$ be a differentiable convex function where $\phi \neq S\subset \mathbb{R}^n$ is a convex set. Consider the problem $min f\left (x\right ),x \in S$,then $\bar{x}$ is an optimal solution if $\bigtriangledown f\left (\bar{x}\right )^T\left (x-\bar{x}\right ) \geq 0,\forall x \in S.$

### Proof

Let $\bar{x}$ is an optimal solution, i.e, $f\left (\bar{x}\right )\leq f\left (x\right ),\forall x \in S$

$\Rightarrow f\left (x\right )=f\left (\bar{x}\right )\geq 0$

$f\left (x\right )=f\left (\bar{x}\right )+\bigtriangledown f\left (\bar{x}\right )^T\left (x-\bar{x}\right )+\left \| x-\bar{x} \right \|\alpha \left ( \bar{x},x-\bar{x} \right )$

where $\alpha \left ( \bar{x},x-\bar{x} \right )\rightarrow 0$ as $x \rightarrow \bar{x}$

$\Rightarrow f\left (x\right )-f\left (\bar{x}\right )=\bigtriangledown f\left (\bar{x}\right )^T\left (x-\bar{x}\right )\geq 0$

## Corollary

Let f be a differentiable convex function at $\bar{x}$,then $\bar{x}$ is global minimum iff $\bigtriangledown f\left (\bar{x}\right )=0$

### Examples

• $f\left (x\right )=\left (x^2-1\right )^{3}, x \in \mathbb{R}$.

$\bigtriangledown f\left (x\right )=0 \Rightarrow x= -1,0,1$.

$\bigtriangledown^2f\left (\pm 1 \right )=0, \bigtriangledown^2 f\left (0 \right )=6>0$.

$f\left (\pm 1 \right )=0,f\left (0 \right )=-1$

Hence, $f\left (x \right ) \geq -1=f\left (0 \right )\Rightarrow f\left (0 \right ) \leq f \left (x \right)\forall x \in \mathbb{R}$

• $f\left (x \right )=x\log x$ defined on $S=\left \{ x \in \mathbb{R}, x> 0 \right \}$.

${f}'x=1+\log x$

${f}''x=\frac{1}{x}>0$

Thus, this function is strictly convex.

• $f \left (x \right )=e^{x},x \in \mathbb{R}$ is strictly convex.