I need help with local extremes. I'm writing problem in comment
F(x)=<Ax,x>+<2b,x>+c A is real, regular, symmetric, positive-definite matrix; x, a, b are vectors from R^n, c is real number. I need to determine necessary condition for local extreme. I know that F<x+h>-F<x> must be 0. F<x+h>-F<x> =<Ax,x>+<Ax,h>+<Ah,x>+<Ah,h>+<2b,x>+<2b,h>+c-<Ax,x>-<2b,x>-c =<Ax,h>+<Ah,x>+<Ah,h>+<2b,h> =2<Ax,h>+<2b,h>=2<Ax+b,h> Why <Ax,h>=<Ah,x> and why <Ah,h>=0? How to find F'(x) and F''(x)?
use the definition of differentiation or Taylor series or Big O, simple straight forward
can you write it?
I have written that F'(x)=2(Ax+b) and F''(x)=2A, but I don't know how did they get it. And if <Ah,h> goes to 0 because h goes to 0, why other scalar products are different from 0?
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