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I want some examples (hopefully parametric families!) of non-convex functions which satisfy the following properties simultaneously,

  1. It should be at least twice differentiable.

  2. It should have a unique global minima at the origin.

  3. It should have a few local minima which are not global. (preferably symmetrically positioned around the global-minima/origin) If it has saddle points then thats okay too.

  4. The norm of the gradients of the function be bounded by some constant.

  5. It should be gradient Lipschitz.

Feel free to let me know if this is not an appropriate question for MO! Just that I tried quite a bit but couldn't come up with one such function!

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  • $\begingroup$ Does 5 mean "its gradient is Lipschitz" ? $\endgroup$ Commented Dec 27, 2023 at 21:56

3 Answers 3

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For $\lambda\in\mathbf{R}$, $a,x\in\mathbf{R}^n$, let $$f_{\lambda;a}(x) = -\exp(-\lambda\|x-a\|^2)$$ Then linear combinations of $f_{\lambda;a}$ can satisfy these conditions, where $a$ ranges over your chosen minima. E.g., if $n=2$, $$f_{6;(0,0)}+ f_{1;(1,0)}+ f_{1;(0,1)}$$ will have a global minimum at the origin and two symmetric local minima, as in these plots and computations.

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  • $\begingroup$ Are you sure about the 2 local minima? I can't see them, wolframalpha.com/input/… $\endgroup$ Commented Nov 23, 2018 at 2:58
  • $\begingroup$ Its not even clear if the gradient of this function is every 0! wolframalpha.com/input/… $\endgroup$ Commented Nov 23, 2018 at 3:30
  • $\begingroup$ Thanks! Why is Wolfram Alpha not detecting any local minima? wolframalpha.com/input/… $\endgroup$ Commented Nov 23, 2018 at 7:16
  • $\begingroup$ The WolframAlpha link in the answer finds local minima at $(x,y)=(\pm0.913526,0)$. $\endgroup$
    – user44143
    Commented Nov 23, 2018 at 12:01
  • $\begingroup$ Not sure whats going on. When I ask Wolfram to find the local minima on the entire domain then it cant. And it also says that there is no global minima which is also probably a wrong statement. $\endgroup$ Commented Nov 23, 2018 at 21:11
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I think you can start with a convex function with unique global minimum in zero with all extra properties you want to add on the gradient. Let call the set of theses functions $\mathcal F$. Then for $f,g\in \mathcal{F}$ build $f + \alpha (1 - cos(g)) $ where $\alpha$ is a real parameter

An example

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$$f(x,y)~=~ \frac{-1}{1+ x^2 + y^2}-\cos (a\,x) \,\cos (b\,y)\,e^{-\frac{x^2 + y^2}{c^2}}$$ for $a,b,c \in \mathbb{R}^+$, where $c $ is sufficiently large.

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