On Certain Conditions for Convex Optimization in Hilbert Spaces

Abstract

In this paper convex optimization techniques are employed for convex optimization problems in infinite dimensional Hilbert spaces. A first order optimality condition is given. Let $f : mathbb{R}^{n}rightarrow mathbb{R}$ and let $xin mathbb{R}^{n}$ be a local solution to the problem $min_{xin mathbb{R}^{n}} f(x).$ Then $f'(x,d)geq 0$ for every direction $din mathbb{R}^{n}$ for which $f'(x,d)$ exists. Moreover, Let $f : mathbb{R}^{n}rightarrow mathbb{R}$ be differentiable at $x^{*}in mathbb{R}^{n}.$ If $x^{*}$ is a local minimum of $f$, then $nabla f(x^{*}) = 0.$ A simple application involving the Dirichlet problem is also given.