TheoremBase

A Local Minimum of a Convex Function on a Convex Subset of Rn\mathbb{R}^n Is a Global Minimum

If a convex function on a convex set takes at a point a value no larger than its values at nearby points of the set, that value is no larger than all its values on the set.

Statement

In the setting of Convex Functions on Rn\mathbb{R}^n: Standing Notation, let C⊆RnC\subseteq\mathbb{R}^{n} be convex, let f:C→Rf:C\to\mathbb{R} be convex, let x∈Cx\in C, and let r>0r>0 be a real number such that

f(x)≤f(y)for every y∈C∩B(x,r).f(x)\le f(y)\qquad\text{for every }y\in C\cap B(x,r).

Global minimum.

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

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