Lower bound for the $f(x)=\frac{1}{2}x^TAx + c^Tx + b$ when $A$ is PSD

linear algebramatricesoptimizationpositive-semidefinitequadratic programming

Let $A \in \mathbb{R}^{n \times n}$ be a positive semi-definite matrix. Let
$$
f(x)=\frac{1}{2}x^TAx + c^Tx + b$$

It is possible to show that when $f$ is bounded below, and $c$ is in the range of $A$, then $f$ has a global minimizer.

Suppose only the following assumptions hold:

  1. $A$ is positive semi-definite matrix

  2. $c$ is in the range of $A$

Would it be possible to show that $f$ is bounded below? If so, find that lower bound.

Best Answer

Let $x^*$ be such that $Ax^*=-c$. (You are missing a negative sign) Then $$ f(x) - f(x^*)= (x^*)^TA(x-x^*) + \frac12(x-x^*)^TA(x-x^*) + c^T(x-x^*) = \frac12(x-x^*)^TA(x-x^*) \ge0, $$ so $f(x^*)$ is the lower bound.

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