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I was reading this paper related to Multiclass Classification with Multi-Prototype Support Vector Machines - paper

However, I am having difficulty in understanding why they have mentioned the following problem non convex.

I am really struggling figuring out the convexity/concavity of the functions. Can anyone just skim through the paper to help me out. The paper is about SVM (multi class classification) where each class can have multiple weight vectors/prototypes.

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