# Necessary and Sufficient Conditions for Unrestricted Optimization Problems

In a previous post we have seen the conditions in which extremum values are guaranteed to exist. Nonetheless, there are cases in which the extremum values are there but the Weierstrass-Extremum value theorem didn’t tell us that much. The function $x^2$ has a global minimum on the interval $(-1,1)$, for example. Further, the function

$g(x) = \displaystyle \frac{1}{\sqrt{2 \pi}} e^{-(\frac{x^2}{2})} - \frac{1}{\sqrt{2\pi}} e^{-(\frac{(x-2)^2}{2})}$.

has a global maximum and a global minimum on the open interval $(-5,5)$.

# Conjugated Directions Methods – Part I

Let’s say we have the following unrestricted quadratic problem to solve:

$\displaystyle \min_{x}{x^TQx - b^Tx} \quad \quad (P)$

We further assume that $Q \in \mathbb{R}^{n+1}$ is a symmetric positive definite matrix.

Let’s say that we have an iterative algorithm to find the solution $x^\star$ of problem $(P)$. The algorithm works by selecting a “good” direction $d_k$ at iteration $k$ and then walk some amount $\alpha _k$ in that direction.

$x_{k+1} = x_k + \alpha _k d_k.$

Moreover, let’s say that we know how to compute $\alpha _k$ in order to minimize the problem:

$\displaystyle f(x_{k+1}) = \min_{\alpha _k}{f(x_k + \alpha _k d_k)}.$