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Mathematics
Mathematics
Problem
A scalar valued function is defined as
f
(
x
)
=
x
T
A
x
+
b
T
x
f(x) = x^T A x + b^T x
f
(
x
)
=
x
T
A
x
+
b
T
x
, where
A
A
A
is symmetric positive definite matrix with dimension
n
×
n
n \times n
n
×
n
,
b
b
b
and
x
x
x
are vectors of dimension
n
×
1
n \times 1
n
×
1
. The minimum value of
f
(
x
)
f(x)
f
(
x
)
will occur when
x
=
…
x = \dots
x
=
…
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