Global minimum of multivariable function with monotone increasing partial derivative.

hessian-matrixmultivariable-calculusoptimizationpartial derivative

Given a multivariable function $f(x_1,…,x_n)$ and assume that $\frac{\partial f}{\partial x_i}$ are monotone increasing with respect to $x_i$. This means the diagonal of Hessian matrix are positive. I wonder if there are more than one isolate local minimum.

Best Answer

The answer is yes. Here there are two examples.

  1. Consider the function $$f(x,y)=(x+y)^2$$ then $f_x(x,y)=f_y(x,y)=2(x+y)$ are both increasing with respect $x$ and $y$, but $f$ has infinite minimum points (not isolated) along the line $y=-x$.

  2. For two isolated local minumum points, consider the function $$f(x,y)=(x^2+y^2)((x-1)^2+(y-1)^2)$$ which attains its minimum value $0$ at $(0,0)$ and $(1,1)$. It is easy to verify that $$f_{xx}(x,y)=2((x-1)^2+(y-1)^2)+8x(x-1)+2(x^2+y^2)=3(2x-1)^2+(2y-1)^2\geq 0$$ which implies that $f_x$ is increasing. By symmetry we find that $f_y$ is increasing too.