[Math] Why the definition for optimal value is the $\inf{f_0(x)}$ rather than $\min{f_0(x)}$

convex optimizationoptimization

Suppose an optimization problem

\begin{equation*}
\begin{aligned}
& \underset{x}{\text{minimize}}
& & f_0(x) \\
& \text{subject to}
& & f_i(x) \leq b_i, \; i = 1, \ldots, m.
\end{aligned}
\end{equation*}

Then, the optimal value is defined as

$$p^{\star} = \inf\{f_{0}(x) \: | x \in \mathcal{A} \}$$

where $A$ is the feasible set. My question is that why we use $\inf$ rather than $\min$ for representing the optimal value?

Best Answer

Not every set has a minimum value, but every set that’s bounded below has an infimum value. If you used min instead of inf, you would lose the ability to talk about many functions

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