I have a function $f(x)$ that is positive definite quadratic function. I have linear constraints , then will the optimal lie on boundary ?
My answer that I feel is "No" it will not lay at the boundary. But I am unable to give a solid proof due to my weak calculus. (specially when it comes to higher dimensions)
Can anyone help me visualize from $1$ dimension (taking $f(x)=x^2$) and move towards higher dimension ?
It might lie on the boundary though it need not.
Let's consider a one dimensional example.
$\min x^2$ subject to $x \ge 0$.
The optimal solution is clearly $x=0$ which is on the boundary.
$\min x^2$ subject to $x \ge -1$.
Then the optimal solution is not on the boundary.
In general, given $x^TAx+b^Tx$, differentiating it gives us $2Ax+b$, we can check if the stationary point is in the interior. Suppose not, then the optimal solution must be on the boundary.