TheoremBase

A Local Minimum of a Convex Function is Global

Statement

Let n≥1n\ge1 be a natural number and let R\mathbb{R} be the ordered field of real numbers. Equip Euclidean space Rn\mathbb{R}^n, a real vector space by Euclidean Space Rn\mathbb{R}^n is a Real Vector Space, with the Euclidean distance dEd_E, a metric by Euclidean Distance is a Metric on Rn\mathbb{R}^n; local minima refer to dEd_E.

Let C⊆RnC\subseteq\mathbb{R}^n be convex, let f:C→Rf:C\to\mathbb{R} be convex on CC, and let x0∈Cx_0\in C.

If ff has a local minimum at x0x_0 relative to CC, then

f(x0)≤f(y)for every y∈C.f(x_0)\le f(y)\qquad\text{for every }y\in C .

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