I am currently preparing for a Nonlinear Optimisation exam and am working through some old question papers and came across these True or False questions:
- When minimizing a convex function over a convex set, the optimal solution is always on the boundary of the set.
- For a convex optimisation problem with constraints, if a feasible point satisfies the Karush-Kuhn-Tucker conditions, then it is a global optimum.
- For a nonlinear optimization problem, if Newton's Method converges, then it converges to a local minimum.
My attempt:
(I am unsure about this - I have a feeling it is false, but can someone please explain to me why this is true or false?)
True provided that we are working with a minimization problem, since we know that if we minimize a convex function $f$ over a convex set $C$, then the local minimum point $\bar{x}_0$ is also a global minimum. If, however, we are maximizing, we require $f$ to be concave and the set $C$ to be convex. Then the local maximum point $\bar{x}_0$ will also be a global maximum.
According to Wikipedia, this is true. I honestly do not know why though. Can anyone please explain to me?
My apologies if this question seems unfit for Math.SE, but I am asking these questions to ensure that I get as good an understanding of the work and the way these things work, instead of simply memorising theorems and proofs without any real understanding.