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ml-recall

#sensitivity

1 question from Optimization & Calculus

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Question 1: Short answer

hardAI-checkedOptimization & Calculus

You minimize f(x)=12x⊤Qx+c⊤xf(\mathbf{x}) = \frac{1}{2}\mathbf{x}^\top\mathbf{Q}\mathbf{x} + \mathbf{c}^\top\mathbf{x}, where Q\mathbf{Q} is symmetric with eigenvalues 4 and 0.01. The vector c\mathbf{c} is perturbed by δ\boldsymbol{\delta} with ∥δ∥2=0.01\lVert\boldsymbol{\delta}\rVert_2 = 0.01. What is the largest possible change ∥Δx∗∥2\lVert\Delta\mathbf{x}^*\rVert_2 of the minimizer x∗=−Q−1c\mathbf{x}^* = -\mathbf{Q}^{-1}\mathbf{c}?

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