I have $n$ functions (Say $f_1\space to \space f_n$) of $k$ variables (Say $x_1\space to\space x_k$) each. The functions are all positive, as well as the variables $xi's$. I do not have explicit expressions for these functions.
The objective is to minimize
$$\sum_{i=1}^n{f_i} \ \ \ \ \ \ \ subject \space to \ \ \ \ \sum_{i=1}^k{x_i^2} = P$$ where P is a known constant.
In which case(s) we can assume that this is equivalent to minimizing the sum of the squares of these functions ?
i.e:$$min\sum_{i=1}^n{f_i^2} \ \ \ \ \ \ \ subject \space to \ \ \ \ \sum_{i=1}^k{x_i^2} = P$$
Also, in which case(s) we can assume that this is equivalent to MAXIMIZING the sum of the inverses of these functions ?
i.e:$$max\sum_{i=1}^n{ {1\over f_i}} \ \ \ \ \ \ \ subject \space to \ \ \ \ \sum_{i=1}^k{x_i^2} = P$$
Assuming that the functions are nicely behaved, continuous, differentiable and everything.
Asked
Active
Viewed 1,172 times
2
Hussein Hammoud
- 151
-
$n=1$, functions are constants or identical, feasible set is empty or a point, etc. In nontrivial situations values of $f_i$ should be distributed differently to produce optima. – Conifold Jul 26 '14 at 23:29
-
Given that your constraint is non-convex, your convex optimization tag should be deleted. – Michael Grant Jul 27 '14 at 03:12
-
Any thoughts on the answer I posted 2 days ago? – Gerry Myerson Jul 29 '14 at 13:33
-
Are you still here? – Gerry Myerson Jul 31 '14 at 06:05
-
yes sorry was out of town with no internet. This is not an answer, I know it is not the case most of the times that's why I am asking in which cases we can consider my assumption is true. – Hussein Hammoud Aug 01 '14 at 08:07
2 Answers
1
$x^{4/3}+y^{4/3}$ subject to $x^2+y^2=2$ is minimized at $(0,\sqrt2)$.
$x^{8/3}+y^{8/3}$ subject to $x^2+y^2=2$ is minimized at $(1,1)$.
So, in answer to the question in the title, minimizing the sum of functions does not necessarily minimize the sum of their squares.
Gerry Myerson
- 179,216
0
All these cases are not equivalent. These are totally different target functions leading to a completly different optimization.