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Suppose I want to minimize an objective function $f(x)$ with respect to some constraints $g(x) = b$. Is it true that minimizing $f(x)$ and $k\cdot f(x)$ is equivalent in the constrained optimization when $k$ is a positive constant?

I feel it is true because the Lagrangian can be rewritten as follows $$\begin{align}&f(x) + \lambda^\top(g(x) - b)\\&k[f(x) + \lambda^{\top*}(g(x) - b)]\end{align}$$ where $\lambda^* = \lambda/k$

kimchi lover
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shani
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1 Answers1

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Yes, minimising one would also minimise the other. This simply follows from the fact that, since $k > 0$, if $x \leq y$ then $kx \leq ky$, and if $x < y$ then $kx < ky$.

Ryan Tay
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