WriterMaximization of Differentiable Real-Valued Function with Linear Variables

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Discussion Overview

The discussion revolves around the maximization of a differentiable real-valued function expressed in terms of linear variables. Participants explore the relationship between the maximum of the function with respect to its original variables and the maximum with respect to transformed linear variables.

Discussion Character

  • Technical explanation
  • Debate/contested

Main Points Raised

  • NaturePaper posits that if f is a differentiable function of variables x_i, and each x_i is a linear function of variables u_i, then maximizing f with respect to x_i should yield the same maximum as maximizing g with respect to u_i.
  • Another participant asserts that if f has a maximum, that maximum is a specific number that is independent of the choice of variables, suggesting agreement with NaturePaper's initial claim.
  • NaturePaper questions whether the result would change if the x_i variables are restricted to a specific interval [a,b].
  • A later reply indicates that if the u variables are also restricted to correspond with permissible x values, the result remains unchanged; however, allowing u values that lead to disallowed x values could alter the maxima.

Areas of Agreement / Disagreement

Participants express differing views on the implications of variable restrictions on the maximization process, indicating that while some aspects may be agreed upon, there remains uncertainty regarding the effects of constraints on the variables.

Contextual Notes

The discussion does not resolve the implications of variable restrictions on the maximization process, leaving open questions about the conditions under which the relationships hold.

NaturePaper
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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,
NaturePaper
 
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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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