Finding supporting planes and bounds for function
$begingroup$
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!
optimization self-learning
$endgroup$
add a comment |
$begingroup$
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!
optimization self-learning
$endgroup$
add a comment |
$begingroup$
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!
optimization self-learning
$endgroup$
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
optimization self-learning
edited Dec 8 '18 at 22:12
Davide Giraudo
126k16150261
126k16150261
asked Dec 8 '18 at 22:04
DuckDuck
533
533
add a comment |
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
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 $color{brown}{inf(min f(x)) = -126}.$
$endgroup$
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3031694%2ffinding-supporting-planes-and-bounds-for-function%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
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 $color{brown}{inf(min f(x)) = -126}.$
$endgroup$
add a comment |
$begingroup$
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 $color{brown}{inf(min f(x)) = -126}.$
$endgroup$
add a comment |
$begingroup$
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 $color{brown}{inf(min f(x)) = -126}.$
$endgroup$
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 $color{brown}{inf(min f(x)) = -126}.$
answered Dec 12 '18 at 23:56
Yuri NegometyanovYuri Negometyanov
11.6k1728
11.6k1728
add a comment |
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3031694%2ffinding-supporting-planes-and-bounds-for-function%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown