Loading [MathJax]/extensions/TeX/boldsymbol.js

 

 

 

Our simple 2\times 2 example

Last week we introduced the simple two-dimensional function

f(x_1,x_2)=x_1^2+x_1x_2+10x_2^2-5x_1-3x_2,

which is of the form (in terms of vectors and matrices)

f(\boldsymbol{x})=\frac{1}{2}\boldsymbol{x}^T\boldsymbol{A}\boldsymbol{x}-\boldsymbol{b}^T\boldsymbol{x},

where we have

\boldsymbol{x}=\begin{bmatrix} x_1 \\ x_2\end{bmatrix}, \boldsymbol{b}=\begin{bmatrix} 5 \\ 3\end{bmatrix},

and

\boldsymbol{A}=\begin{bmatrix} 2 & 1\\ 1& 20\end{bmatrix}.