my intuition says I'm right, but I couldn't find or get a proof for it: Suppose I have a vector

Villaretq0

Villaretq0

Answered question

2022-06-21

my intuition says I'm right, but I couldn't find or get a proof for it:

Suppose I have a vector function x ( t ) R n . I am interested in finding a r g m a x t | | x ( t ) | | 2 . For some reasons, this optimization problem is hard to solve, what I can solve easily, however, is a r g m a x t | | x ( t ) | | 1 .

I know that 1-norm and 2-norm are equivalent in R n . Does this also include that the solution of these two problems are equivalent?

Answer & Explanation

hopeloothab9m

hopeloothab9m

Beginner2022-06-22Added 25 answers

No, the two problems are not equivalent.

Take, for example, x ( t ) = ( cos t , sin t ) to see why:

1. max x ( t ) 1 is attained at t = π 4 + k π 2 for k Z
2. max x ( t ) 2 is attained at all t R

Clearly, the solutions to these two problems are not the same.

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