On Certain Conditions for Convex Optimization in Hilbert Spaces

Document Type : Original Article

Author

Department of Pure and Applied Mathematics, School of Mathematics and Actuarial Science, Jaramogi Oginga Odinga University of Science and Technology, Box 210-40601, Bondo-Kenya.

Abstract

In this paper convex optimization techniques are employed for convex optimization problems in infinite dimensional Hilbert spaces. A first order optimality condition is given. Let $f : \mathbb{R}^{n}\rightarrow \mathbb{R}$ and let $x\in \mathbb{R}^{n}$ be a local solution to the problem $\min_{x\in \mathbb{R}^{n}} f(x).$ Then $f'(x,d)\geq 0$ for every direction $d\in \mathbb{R}^{n}$ for which $f'(x,d)$ exists. Moreover, Let $f : \mathbb{R}^{n}\rightarrow \mathbb{R}$ be differentiable at $x^{*}\in \mathbb{R}^{n}.$ If $x^{*}$ is a local minimum of $f$, then $\nabla f(x^{*}) = 0.$ A simple application involving the Dirichlet problem is also given.

Keywords

Main Subjects