In: Advanced Math
Let f : Rn → R be a differentiable function. Suppose that a point x∗ is a local minimum of f along every line passes through x∗; that is, the function
g(α) = f(x^∗ + αd)
is minimized at α = 0 for all d ∈ R^n.
(i) Show that ∇f(x∗) = 0.
(ii) Show by example that x^∗ neen not be a local minimum of f. Hint: Consider the function of two variables
f(y, z) = (z − py^2)(z − qy^2),
where 0 < p < q.