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I was asked to analytically find the constrained minimum of a function using the following algorithm:

  1. Find stationary points in the interior of the region.
  2. Find stationary points on the boundary and the corners.
  3. Investigate the points to find the minima.

However my answer was marked incorrect as I forgot to check the corners. Is it really necessary to check the corners?

  • Interior point methods are numerical methods for solving optimization problems, so how can they be used to find an analytical solution? – littleO Oct 24 '14 at 19:03
  • @littleO I'm sorry for the confusion. For some reason this method (now described in the question) was in a chapter about interior point methods. –  Oct 24 '14 at 19:10

1 Answers1

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When you check a side, you are really checking for extreme points on an interval. Just like in one dimension, you also need to check the end points of the interval. In two dimensions, that does translate into checking the corners. So yes, your teacher is correct.

Harald Hanche-Olsen
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