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 Post subject: Constrained Optimization Proof
PostPosted: Sat, 11 Feb 2012 06:44:44 UTC 
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 Post subject: Re: Constrained Optimization Proof
PostPosted: Sat, 11 Feb 2012 09:46:18 UTC 
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kingwinner wrote:
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You know what \varphi(s) is, not just \varphi'(0)=0 and \varphi''(0)\geq 0.

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\begin{aligned}
Spin(1)&=O(1)=\mathbb{Z}/2&\quad&\text{and}\\
Spin(2)&=U(1)=SO(2)&&\text{are obvious}\\
Spin(3)&=Sp(1)=SU(2)&&\text{by }q\mapsto(\mathop{\mathrm{Im}}\mathbb{H}\ni p\mapsto qp\bar{q})\\
Spin(4)&=Sp(1)\times Sp(1)&&\text{by }(q_1,q_2)\mapsto(\mathbb{H}\ni p\mapsto q_1p\bar{q_2})\\
Spin(5)&=Sp(2)&&\text{by }\mathbb{HP}^1\cong S^4_{round}\hookrightarrow\mathbb{R}^5\\
Spin(6)&=SU(4)&&\text{by the irrep }\Lambda_+\mathbb{C}^4
\end{aligned}


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 Post subject: Re: Constrained Optimization Proof
PostPosted: Sat, 11 Feb 2012 11:23:19 UTC 
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outermeasure wrote:
kingwinner wrote:
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You know what \varphi(s) is, not just \varphi'(0)=0 and \varphi''(0)\geq 0.

Yes, φ(s)=f(x(s))=f((1-s) x_0 + s x_1). But how would that help?

First of all, am I on the right track by adding φ'(0)+φ''(0)≥0? If not, can you give me some hints on what to do next? It does not seem to lead to a contradiction.

Thanks.


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 Post subject: Re: Constrained Optimization Proof
PostPosted: Sun, 12 Feb 2012 11:16:00 UTC 
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Struggled for another day...still can't get the proof to work. :(

So I've shown that
0 = φ'(0) = x1 o Qx0 - x0 o Qx0 - b o (x1-x0)
and 0 ≤ φ''(0) = x1 o Qx1 - x1 o Qx0 - x0 o Qx1 + x0 o Qx0

=> φ'(0)+φ''(0)≥0

I think from here I need to show that f(x1)-f(x0)≥0. This would be a contradiction.
But the problem is that the expression for φ'(0)+φ''(0) is a mess and doesn't seem to simplify to f(x1)-f(x0). What else can I do from here??

I know φ(s)=f(x(s))=f((1-s) x_0 + s x_1), but this may be negative or positive or zero.

Would someone be nice enough to help me out? Any input/comments is appreciated!


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 Post subject: Re: Constrained Optimization Proof
PostPosted: Mon, 13 Feb 2012 00:17:55 UTC 
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0 = φ'(0) = x1 o Qx0 - x0 o Qx0 - b o (x1-x0)
and 0 ≤ φ''(0) = x1 o Qx1 - x1 o Qx0 - x0 o Qx1 + x0 o Qx0

=> φ'(0)+φ''(0)≥0

I think from here I need to show that f(x1)-f(x0)≥0. (which is a contradiction)


Will a Taylor expansion work? But the problem is I think this will introduce a remainder term...how can I get rid of the remainder?

Thanks.


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 Post subject: Re: Constrained Optimization Proof
PostPosted: Mon, 13 Feb 2012 00:46:05 UTC 
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kingwinner wrote:
Struggled for another day...still can't get the proof to work. :(

So I've shown that
0 = φ'(0) = x1 o Qx0 - x0 o Qx0 - b o (x1-x0)
and 0 ≤ φ''(0) = x1 o Qx1 - x1 o Qx0 - x0 o Qx1 + x0 o Qx0

=> φ'(0)+φ''(0)≥0

I think from here I need to show that f(x1)-f(x0)≥0. This would be a contradiction.
But the problem is that the expression for φ'(0)+φ''(0) is a mess and doesn't seem to simplify to f(x1)-f(x0). What else can I do from here??

I know φ(s)=f(x(s))=f((1-s) x_0 + s x_1), but this may be negative or positive or zero.

Would someone be nice enough to help me out? Any input/comments is appreciated!


Fill in the blank: \varphi(s) is a (blank) function of s.

_________________
\begin{aligned}
Spin(1)&=O(1)=\mathbb{Z}/2&\quad&\text{and}\\
Spin(2)&=U(1)=SO(2)&&\text{are obvious}\\
Spin(3)&=Sp(1)=SU(2)&&\text{by }q\mapsto(\mathop{\mathrm{Im}}\mathbb{H}\ni p\mapsto qp\bar{q})\\
Spin(4)&=Sp(1)\times Sp(1)&&\text{by }(q_1,q_2)\mapsto(\mathbb{H}\ni p\mapsto q_1p\bar{q_2})\\
Spin(5)&=Sp(2)&&\text{by }\mathbb{HP}^1\cong S^4_{round}\hookrightarrow\mathbb{R}^5\\
Spin(6)&=SU(4)&&\text{by the irrep }\Lambda_+\mathbb{C}^4
\end{aligned}


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 Post subject: Re: Constrained Optimization Proof
PostPosted: Mon, 13 Feb 2012 02:35:58 UTC 
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outermeasure wrote:
Fill in the blank: \varphi(s) is a (blank) function of s.


Is it a convex function? How can this be proved?


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 Post subject: Re: Constrained Optimization Proof
PostPosted: Mon, 13 Feb 2012 02:40:32 UTC 
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kingwinner wrote:
outermeasure wrote:
Fill in the blank: \varphi(s) is a (blank) function of s.


Is it a convex function? How can this be proved?


Can you show the second derivative is always positive?

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 Post subject: Re: Constrained Optimization Proof
PostPosted: Mon, 13 Feb 2012 02:57:05 UTC 
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Shadow wrote:
kingwinner wrote:
outermeasure wrote:
Fill in the blank: \varphi(s) is a (blank) function of s.


Is it a convex function? How can this be proved?


Can you show the second derivative is always positive?

By chain rule, φ''(s) = x1 o Qx1 - x1 o Qx0 - x0 o Qx1 + x0 o Qx0, is this correct?

So in particular, φ''(0) = x1 o Qx1 - x1 o Qx0 - x0 o Qx1 + x0 o Qx0 ≥0 (since φ has a local min at s=0)

But now the expression φ''(s) does NOT depend on s, then can I conclude from here that φ''(s) ≥0 for ALL s??? Is this a valid argument?

If so, then this must be a major breakthrough for me.


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