Maximize the function instead of composite function
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Optimizing a composition of functions
Suppose I want to optimize f(x) (i.e., find the arg min/max: the x which minimizes / maximizes the function). Calc I taught me that I can simply find df(x)/dx and set it to zero, then solve for x.
Suppose that's hard.
Under what conditions can I instead optimize g(f(x))? What does g() have to satisfy?
What I know:
The minimizer should be the same, since
d g(f(x))/dx=0 is g'(f(x)) * f(x)=0 is the same.
But what if g'(f(y))=0 but f'(y) is not 0? Then we've introduced a "false" root, correct?
EDIT: Sorry for switching notation. g' is the first derivative of g with respect to x.
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