WriterMaximization of Differentiable Real-Valued Function with Linear Variables

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The discussion centers on the maximization of a differentiable real-valued function f, expressed as a function of linear variables x_i, which are in turn defined by real variables u_i. It is established that the maximum value of f with respect to x_i is indeed equal to the maximum of g with respect to u_i, as the maximum is a specific number that remains constant regardless of the variables used. The conversation then explores whether this result holds when the x_i variables are constrained to a specific interval [a,b]. It is clarified that if the u variables are also restricted to ensure they correspond to permissible x values, the result remains unchanged; however, allowing u values outside this range could lead to different maxima. The discussion concludes that the relationship between the maxima is robust under these conditions.
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Hi everyone,

Suppose f =f(x_1, x_2,...,x_n) be a real-valued, any-time differentiable function. Let each x_i=x_i(u_1, u_2,...,u_{2^n-1}) be a linear function of reall u_i's. Let f=g(u_1, u_2,...,u_{2^n-1}). Then is it right that Max f w.r.t. x_i=Max of g w.r.t. u_i?

Sorry for the inconvenience of typo. I don't know how to use LateX fonts here.

Regards,
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If a f has a maximum, then that maximum is a specific number. That number is larger than all other values of f no matter what variables you are using. Thus, the answer is "yes". The maximum value of f is independent of the variables.
 
@HallsofIvy,

Does the result will change if all the primary variables x_i's are restricted to have values from an interval [a,b] subset of R?

Thanks & regards,
NaturePaper
 
If you also restrict the "u" variables so that the range is the set of permissible x variables, no the result does not change. Of course, if you allow values of the u variables that would give unallowed x values, then maxima might well be different.
 
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