Finding supporting planes and bounds for function












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I am working with this function:
$$f(x)=x_1^2+2x_2^2+3x_3^2$$
With the $min f(x)$ in $-10<=x_i<=10, i=1,2,3$.



I was given two points: $p_1=(1,1,1)$ and $p_2=(-1,2,1)$.



Using these points I have to find the supporting planes of $f$ for $p_1$ and $p_2$ and computing the upper and lower bounds for it.



I know that using this expression $f(p_1)+nabla f(p_1)(x-p_1)$ I got a supporting plane but I have to find the upper and lower bounds for $min f(x)$.
This would mean formulating a master problem but I am confused on how to compute the supporting planes and formulate the problem to solve it.



Please could you give some help?



Many thanks!










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    $begingroup$


    I am working with this function:
    $$f(x)=x_1^2+2x_2^2+3x_3^2$$
    With the $min f(x)$ in $-10<=x_i<=10, i=1,2,3$.



    I was given two points: $p_1=(1,1,1)$ and $p_2=(-1,2,1)$.



    Using these points I have to find the supporting planes of $f$ for $p_1$ and $p_2$ and computing the upper and lower bounds for it.



    I know that using this expression $f(p_1)+nabla f(p_1)(x-p_1)$ I got a supporting plane but I have to find the upper and lower bounds for $min f(x)$.
    This would mean formulating a master problem but I am confused on how to compute the supporting planes and formulate the problem to solve it.



    Please could you give some help?



    Many thanks!










    share|cite|improve this question











    $endgroup$















      0












      0








      0





      $begingroup$


      I am working with this function:
      $$f(x)=x_1^2+2x_2^2+3x_3^2$$
      With the $min f(x)$ in $-10<=x_i<=10, i=1,2,3$.



      I was given two points: $p_1=(1,1,1)$ and $p_2=(-1,2,1)$.



      Using these points I have to find the supporting planes of $f$ for $p_1$ and $p_2$ and computing the upper and lower bounds for it.



      I know that using this expression $f(p_1)+nabla f(p_1)(x-p_1)$ I got a supporting plane but I have to find the upper and lower bounds for $min f(x)$.
      This would mean formulating a master problem but I am confused on how to compute the supporting planes and formulate the problem to solve it.



      Please could you give some help?



      Many thanks!










      share|cite|improve this question











      $endgroup$




      I am working with this function:
      $$f(x)=x_1^2+2x_2^2+3x_3^2$$
      With the $min f(x)$ in $-10<=x_i<=10, i=1,2,3$.



      I was given two points: $p_1=(1,1,1)$ and $p_2=(-1,2,1)$.



      Using these points I have to find the supporting planes of $f$ for $p_1$ and $p_2$ and computing the upper and lower bounds for it.



      I know that using this expression $f(p_1)+nabla f(p_1)(x-p_1)$ I got a supporting plane but I have to find the upper and lower bounds for $min f(x)$.
      This would mean formulating a master problem but I am confused on how to compute the supporting planes and formulate the problem to solve it.



      Please could you give some help?



      Many thanks!







      optimization self-learning






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Dec 8 '18 at 22:12









      Davide Giraudo

      126k16150261




      126k16150261










      asked Dec 8 '18 at 22:04









      DuckDuck

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      533






















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          $begingroup$

          The normal vector of the supporting plane in the point $p=(p_1,p_2,p_3)$ is
          $$nabla f(p) = {2p_1, 4p_2, 6p_3}.$$
          Equation of the supporting plane for the point $p_1 = (1,1,1)$ is
          $$f(p_1) + nabla f(p_1)cdot(x-p_1) = 0,$$
          $$1^2 + 2cdot1^2 + 3cdot 1^2 + {2,4,6}cdot{x_1-1,x_2-1,x_3-1}=0,$$
          or
          $$f_1(x) = 2x_1+4x_2+6x_3-6=0.$$



          Equation of the supporting plane for the point $p_2 = (-1,2,1)$ is
          $$f(p_2) + nabla f(p_2)cdot(x-p_2) = 0,$$
          $$(-1)^2 + 2cdot2^2 + 3cdot 1^2 + {-2,8,6}cdot{x_1+1,x_2-2,x_3-1}=0,$$
          or
          $$f_2(x) = -2x_1+8x_2+6x_3-12=0.$$



          The least value of function achieves in the stationary points or in the edges of the area.



          The stationary points of $f(x)$ can be found from the equation $nabla f(p_m) = 0,$ then
          $$p_m = {0,0,0},quad f(p_m) = 0.$$



          The edges of the area belongs to the planes $x_1 = pm 10,quad x_2=pm10, x_3=pm10.$



          begin{vmatrix}
          x_1 & x_2 & x_3 & f(x) & in\
          -10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
          10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
          [-10,10] & -10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
          [-10,10] & 10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
          [-10,10] & [-10,10] & -10 & x_1^2+2x_2^2+300 & [300,600]\
          [-10,10] & [-10,10] & 10 & x_1^2+2x_2^2+300 & [300,600]\
          end{vmatrix}



          The least value $color{brown}{f(p_m)=0}$ achives in the stationary point (minimum) $color{brown}{p_m={0,0,0}}.$



          Function $f(x)$ is convex, so upper bound $color{brown}{sup(min f(x))=100}.$



          Let us find the lower bounds for $min f(x).$



          The least value of linear function in the rectangle area achives in the vertex of the area.



          begin{vmatrix}
          x_1 & x_2 & x_3 & f_1(x) & f_2(x)\
          -10 & -10 & -10 & -126 & -132\
          -10 & -10 & 10 & -6 & -12\
          -10 & 10 & -10 & -46 & 28\
          -10 & 10 & 10 & 74 & 148\
          10 & -10 & -10 & -86 & -172\
          10 & -10 & 10 & 34 & -52\
          10 & 10 & -10 & -6 & -12\
          10 & 10 & 10 & 114 & 108\
          end{vmatrix}



          Support plane $f_1(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -126,$



          Support plane $f_2(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -172.$



          The best estimation is $color{brown}{inf(min f(x)) = -126}.$






          share|cite|improve this answer









          $endgroup$













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            $begingroup$

            The normal vector of the supporting plane in the point $p=(p_1,p_2,p_3)$ is
            $$nabla f(p) = {2p_1, 4p_2, 6p_3}.$$
            Equation of the supporting plane for the point $p_1 = (1,1,1)$ is
            $$f(p_1) + nabla f(p_1)cdot(x-p_1) = 0,$$
            $$1^2 + 2cdot1^2 + 3cdot 1^2 + {2,4,6}cdot{x_1-1,x_2-1,x_3-1}=0,$$
            or
            $$f_1(x) = 2x_1+4x_2+6x_3-6=0.$$



            Equation of the supporting plane for the point $p_2 = (-1,2,1)$ is
            $$f(p_2) + nabla f(p_2)cdot(x-p_2) = 0,$$
            $$(-1)^2 + 2cdot2^2 + 3cdot 1^2 + {-2,8,6}cdot{x_1+1,x_2-2,x_3-1}=0,$$
            or
            $$f_2(x) = -2x_1+8x_2+6x_3-12=0.$$



            The least value of function achieves in the stationary points or in the edges of the area.



            The stationary points of $f(x)$ can be found from the equation $nabla f(p_m) = 0,$ then
            $$p_m = {0,0,0},quad f(p_m) = 0.$$



            The edges of the area belongs to the planes $x_1 = pm 10,quad x_2=pm10, x_3=pm10.$



            begin{vmatrix}
            x_1 & x_2 & x_3 & f(x) & in\
            -10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
            10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
            [-10,10] & -10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
            [-10,10] & 10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
            [-10,10] & [-10,10] & -10 & x_1^2+2x_2^2+300 & [300,600]\
            [-10,10] & [-10,10] & 10 & x_1^2+2x_2^2+300 & [300,600]\
            end{vmatrix}



            The least value $color{brown}{f(p_m)=0}$ achives in the stationary point (minimum) $color{brown}{p_m={0,0,0}}.$



            Function $f(x)$ is convex, so upper bound $color{brown}{sup(min f(x))=100}.$



            Let us find the lower bounds for $min f(x).$



            The least value of linear function in the rectangle area achives in the vertex of the area.



            begin{vmatrix}
            x_1 & x_2 & x_3 & f_1(x) & f_2(x)\
            -10 & -10 & -10 & -126 & -132\
            -10 & -10 & 10 & -6 & -12\
            -10 & 10 & -10 & -46 & 28\
            -10 & 10 & 10 & 74 & 148\
            10 & -10 & -10 & -86 & -172\
            10 & -10 & 10 & 34 & -52\
            10 & 10 & -10 & -6 & -12\
            10 & 10 & 10 & 114 & 108\
            end{vmatrix}



            Support plane $f_1(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -126,$



            Support plane $f_2(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -172.$



            The best estimation is $color{brown}{inf(min f(x)) = -126}.$






            share|cite|improve this answer









            $endgroup$


















              0





              +50







              $begingroup$

              The normal vector of the supporting plane in the point $p=(p_1,p_2,p_3)$ is
              $$nabla f(p) = {2p_1, 4p_2, 6p_3}.$$
              Equation of the supporting plane for the point $p_1 = (1,1,1)$ is
              $$f(p_1) + nabla f(p_1)cdot(x-p_1) = 0,$$
              $$1^2 + 2cdot1^2 + 3cdot 1^2 + {2,4,6}cdot{x_1-1,x_2-1,x_3-1}=0,$$
              or
              $$f_1(x) = 2x_1+4x_2+6x_3-6=0.$$



              Equation of the supporting plane for the point $p_2 = (-1,2,1)$ is
              $$f(p_2) + nabla f(p_2)cdot(x-p_2) = 0,$$
              $$(-1)^2 + 2cdot2^2 + 3cdot 1^2 + {-2,8,6}cdot{x_1+1,x_2-2,x_3-1}=0,$$
              or
              $$f_2(x) = -2x_1+8x_2+6x_3-12=0.$$



              The least value of function achieves in the stationary points or in the edges of the area.



              The stationary points of $f(x)$ can be found from the equation $nabla f(p_m) = 0,$ then
              $$p_m = {0,0,0},quad f(p_m) = 0.$$



              The edges of the area belongs to the planes $x_1 = pm 10,quad x_2=pm10, x_3=pm10.$



              begin{vmatrix}
              x_1 & x_2 & x_3 & f(x) & in\
              -10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
              10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
              [-10,10] & -10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
              [-10,10] & 10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
              [-10,10] & [-10,10] & -10 & x_1^2+2x_2^2+300 & [300,600]\
              [-10,10] & [-10,10] & 10 & x_1^2+2x_2^2+300 & [300,600]\
              end{vmatrix}



              The least value $color{brown}{f(p_m)=0}$ achives in the stationary point (minimum) $color{brown}{p_m={0,0,0}}.$



              Function $f(x)$ is convex, so upper bound $color{brown}{sup(min f(x))=100}.$



              Let us find the lower bounds for $min f(x).$



              The least value of linear function in the rectangle area achives in the vertex of the area.



              begin{vmatrix}
              x_1 & x_2 & x_3 & f_1(x) & f_2(x)\
              -10 & -10 & -10 & -126 & -132\
              -10 & -10 & 10 & -6 & -12\
              -10 & 10 & -10 & -46 & 28\
              -10 & 10 & 10 & 74 & 148\
              10 & -10 & -10 & -86 & -172\
              10 & -10 & 10 & 34 & -52\
              10 & 10 & -10 & -6 & -12\
              10 & 10 & 10 & 114 & 108\
              end{vmatrix}



              Support plane $f_1(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -126,$



              Support plane $f_2(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -172.$



              The best estimation is $color{brown}{inf(min f(x)) = -126}.$






              share|cite|improve this answer









              $endgroup$
















                0





                +50







                0





                +50



                0




                +50



                $begingroup$

                The normal vector of the supporting plane in the point $p=(p_1,p_2,p_3)$ is
                $$nabla f(p) = {2p_1, 4p_2, 6p_3}.$$
                Equation of the supporting plane for the point $p_1 = (1,1,1)$ is
                $$f(p_1) + nabla f(p_1)cdot(x-p_1) = 0,$$
                $$1^2 + 2cdot1^2 + 3cdot 1^2 + {2,4,6}cdot{x_1-1,x_2-1,x_3-1}=0,$$
                or
                $$f_1(x) = 2x_1+4x_2+6x_3-6=0.$$



                Equation of the supporting plane for the point $p_2 = (-1,2,1)$ is
                $$f(p_2) + nabla f(p_2)cdot(x-p_2) = 0,$$
                $$(-1)^2 + 2cdot2^2 + 3cdot 1^2 + {-2,8,6}cdot{x_1+1,x_2-2,x_3-1}=0,$$
                or
                $$f_2(x) = -2x_1+8x_2+6x_3-12=0.$$



                The least value of function achieves in the stationary points or in the edges of the area.



                The stationary points of $f(x)$ can be found from the equation $nabla f(p_m) = 0,$ then
                $$p_m = {0,0,0},quad f(p_m) = 0.$$



                The edges of the area belongs to the planes $x_1 = pm 10,quad x_2=pm10, x_3=pm10.$



                begin{vmatrix}
                x_1 & x_2 & x_3 & f(x) & in\
                -10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
                10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
                [-10,10] & -10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
                [-10,10] & 10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
                [-10,10] & [-10,10] & -10 & x_1^2+2x_2^2+300 & [300,600]\
                [-10,10] & [-10,10] & 10 & x_1^2+2x_2^2+300 & [300,600]\
                end{vmatrix}



                The least value $color{brown}{f(p_m)=0}$ achives in the stationary point (minimum) $color{brown}{p_m={0,0,0}}.$



                Function $f(x)$ is convex, so upper bound $color{brown}{sup(min f(x))=100}.$



                Let us find the lower bounds for $min f(x).$



                The least value of linear function in the rectangle area achives in the vertex of the area.



                begin{vmatrix}
                x_1 & x_2 & x_3 & f_1(x) & f_2(x)\
                -10 & -10 & -10 & -126 & -132\
                -10 & -10 & 10 & -6 & -12\
                -10 & 10 & -10 & -46 & 28\
                -10 & 10 & 10 & 74 & 148\
                10 & -10 & -10 & -86 & -172\
                10 & -10 & 10 & 34 & -52\
                10 & 10 & -10 & -6 & -12\
                10 & 10 & 10 & 114 & 108\
                end{vmatrix}



                Support plane $f_1(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -126,$



                Support plane $f_2(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -172.$



                The best estimation is $color{brown}{inf(min f(x)) = -126}.$






                share|cite|improve this answer









                $endgroup$



                The normal vector of the supporting plane in the point $p=(p_1,p_2,p_3)$ is
                $$nabla f(p) = {2p_1, 4p_2, 6p_3}.$$
                Equation of the supporting plane for the point $p_1 = (1,1,1)$ is
                $$f(p_1) + nabla f(p_1)cdot(x-p_1) = 0,$$
                $$1^2 + 2cdot1^2 + 3cdot 1^2 + {2,4,6}cdot{x_1-1,x_2-1,x_3-1}=0,$$
                or
                $$f_1(x) = 2x_1+4x_2+6x_3-6=0.$$



                Equation of the supporting plane for the point $p_2 = (-1,2,1)$ is
                $$f(p_2) + nabla f(p_2)cdot(x-p_2) = 0,$$
                $$(-1)^2 + 2cdot2^2 + 3cdot 1^2 + {-2,8,6}cdot{x_1+1,x_2-2,x_3-1}=0,$$
                or
                $$f_2(x) = -2x_1+8x_2+6x_3-12=0.$$



                The least value of function achieves in the stationary points or in the edges of the area.



                The stationary points of $f(x)$ can be found from the equation $nabla f(p_m) = 0,$ then
                $$p_m = {0,0,0},quad f(p_m) = 0.$$



                The edges of the area belongs to the planes $x_1 = pm 10,quad x_2=pm10, x_3=pm10.$



                begin{vmatrix}
                x_1 & x_2 & x_3 & f(x) & in\
                -10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
                10 & [-10,10] & [-10,10] & 2x_2^2+3x_3^2+100 & [100,600]\
                [-10,10] & -10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
                [-10,10] & 10 & [-10,10] & x_1^2+3x_3^2+200 & [200,600]\
                [-10,10] & [-10,10] & -10 & x_1^2+2x_2^2+300 & [300,600]\
                [-10,10] & [-10,10] & 10 & x_1^2+2x_2^2+300 & [300,600]\
                end{vmatrix}



                The least value $color{brown}{f(p_m)=0}$ achives in the stationary point (minimum) $color{brown}{p_m={0,0,0}}.$



                Function $f(x)$ is convex, so upper bound $color{brown}{sup(min f(x))=100}.$



                Let us find the lower bounds for $min f(x).$



                The least value of linear function in the rectangle area achives in the vertex of the area.



                begin{vmatrix}
                x_1 & x_2 & x_3 & f_1(x) & f_2(x)\
                -10 & -10 & -10 & -126 & -132\
                -10 & -10 & 10 & -6 & -12\
                -10 & 10 & -10 & -46 & 28\
                -10 & 10 & 10 & 74 & 148\
                10 & -10 & -10 & -86 & -172\
                10 & -10 & 10 & 34 & -52\
                10 & 10 & -10 & -6 & -12\
                10 & 10 & 10 & 114 & 108\
                end{vmatrix}



                Support plane $f_1(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -126,$



                Support plane $f_2(x)$ leads to lower bound $inf(min f(x)) = min f_1(x) = -172.$



                The best estimation is $color{brown}{inf(min f(x)) = -126}.$







                share|cite|improve this answer












                share|cite|improve this answer



                share|cite|improve this answer










                answered Dec 12 '18 at 23:56









                Yuri NegometyanovYuri Negometyanov

                11.6k1728




                11.6k1728






























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