Convex analysis is the study of properties of convex sets and convex functions. For questions about optimization of convex functions over convex sets, please use the (convex-optimization) tag.

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Specific polygons in \R^{3}

Find all (convex) polyhedra P in $\mathbb{R}^{3}$ with following property: for every two vertices $v, u \in P$: $[u,v] \in \partial P$ . Here $[u, v] = \{w \; \vert \; w = tv + (1-t)u, \; t \in ...
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Volume of a section of the unit sphere

Let $v$ be a vector on the unit sphere in $\mathbb{R}^n$ and let $S(\epsilon)$ be the set of vectors $s$ on the same sphere such that $$ |s \cdot v| \leq \epsilon.$$ What is the surface area of ...
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definition of largest circle containing in a convex body

For a convex body B(compact convex set with non-empty interior) what does each of these following values mean? 1- $$\ \sup_{x\in B}\inf_{y\in cB} d(x,y) $$ and 2- $$\ \sup_{x\in B}\inf_{y\in ...
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2answers
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Uniformly convex and strictly convex

I have the following definitions of uniformly convex and strongly convex Let $f:R^n \to R$ be smooth. (1) $f$ is uniformly convex if there exists $\theta > 0 $ such that $$\Sigma_{i,j}f_{x_i x_j} ...
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1answer
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Supporting hyperplane of convex function

Below is the appendix B of Evan's PDE book on supporting hyperplanes of convex functions. In the remark (1), he says that the mapping $y\to f(x)+r\cdot(y-x)$ determines the supporting hyperplane to ...
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Pos of Matrix is a closed set? [on hold]

"Pos of matrix" $:= \{ \sum_{i=1}^n \lambda_i *a_i \mid \lambda_i \geq 0 ,\ a_i \text{ are columns of matrix, } 1\leq i \leq n\}$ that matrix have $n$ columns. Prove that "Pos of matrix" is a closed ...
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pos of matrix is close [on hold]

"Pos of matrix" := $\{ \sum_{i=1}^{m}\lambda_i *a_i |\ \lambda_i \geq 0 ,\ a_i\ \text{are columns of matrix,}\ 1\leq i \leq n\}$ that Matrix have $n$ columns. prove that "Pos of matrix" ...
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How can I find discrete points in convex hull

Say, I have a set of finite numbers of data $S = \{z_1, z_2,...,z_n\}$, $z_i \in \mathbb{Z}^d$, $C$ is the convex hull generated by $S$, that is, $C = conv(S)$. How can I find some discrete points in ...
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1answer
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Showing that a given function is convex.

I am trying to show that the function $f(x,\vec{y})=\alpha\ln(1+\exp(x+\vec{y}\cdot \vec{z}))+(1-\alpha)\ln(1+\exp(-x-\vec{y}\cdot\vec{z}))$ is a convex function of $(x,\vec{y})$ (where ...
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1answer
20 views

Parametrizing the Boundary of a Convex Set

Let $K$ be a compact convex set in $\mathbb{R}^2$. In the proof of a proposition in a paper I am reading, they are concerned with parameterizing $\partial K$ in the following way: If $K$ is ...
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Generalizing convexity of sets

Let $X$ be a subset of some Euclidean space. We say that $X$ is convex if for any two points $p$, $q$ in $X$, the line segment joining $p$ and $q$ is also in $X$. But what if we loosen this definition ...
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1answer
24 views

Strong convergence of convex combinations of a weakly convergent sequence

Consider the Mazur's Lemma (H. Brezis - "Functional analysis, ..."): Assume $(x_n)$ converges weakly to $x$. Then there exists a sequence $(y_n)$ made up of convex combinations of the $x_n$'s that ...
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1answer
32 views

How to show that there's a continuous function separating convex sets of Radon measures?

First, the setup: $X$ is a compact set. By Riesz's representation theorem $C(X)^*=${all Radon measures on $X$}. $K$ is a convex, closed (weak-* sense) set of probability measures. $m$ is a probability ...
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does convexity implies $g(u)>cu$?

So I have been doing some self study and I was wondering if my results are true, or if I am misreading something. Say we have a function $g$ which is concave on values of $u \in \mathbb{R}$. Then we ...
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1answer
19 views

convexity and first derivative

Let $\phi$ be a differentiable function on an interval $(a,b)\subset R^1$. If $\phi '$ is non-decreasing, then $\phi$ is convex. But, is the converse true? Does the convexity of $\phi$ necessarily ...
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Takahashi convex metric spaces

A Takahashi convex metric space is a metric space $(X,d)$ such that $\exists W : X \times X \times [0,1] \rightarrow X$ that satisfies : $d (u, W(x,y; \lambda)) \leq \lambda d(u,x) + (1- \lambda) ...
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1answer
19 views

Show the Gini Coefficient is Quasiconvex

The Gini-coefficient is defined as $$ G(x) = \sum_{i = 1}^n \frac{i}{n} - \sum_{j=1}^{i} \frac{x_{(j)}}{\mathbb{1}^{T}x}, $$ where $x_{i} $ is nonnegative numbers with positive sum. $x_{(j)}$ denotes ...
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2answers
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To show $f(x)$ has ONLY one Max in $x\in[0,1]$

I have function $$f(x)=\left(\frac{1-x}{2-x}\right)x^{p-1}~\text{where}~p>1;~x\in[0,1]$$ I want to show that $f(x)$ has ONLY one maximum in $x\in[0,1]$. I get the second derivative as ...
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Show that f(x) is convex

Show that f(x) = inf{g(x1)+h(x2)} is convex subject to x1+x2=x and where g(.) and h(.) are convex functions. Can I just go about this by using the regular definition of a convex function or which ...
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Application of the Operator norm $\|.\|_O$ on the differential $df \in \hom(\mathbb{R}^n, \mathbb{R}^m)$

This question origins from my Analysis II Script which gives the following statement (without proof): Lemma Let $U \subset \mathbb{R}^n$ be convex and $f \in C^1(U, \mathbb{R}^k)$ then we have $$ ...
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1answer
23 views

Convexity/concavity of a strictly increasing and continuous function

Consider a continuous, strictly increasing function $f:\mathbb{R}_{+}\to \mathbb{R}_{+}$ with $f(0)=0$, and $x>f(x)$ for all $x>0$. Is this enough to conclude anything about ...
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Finding when a function is concave [closed]

Given the function below $f=e^{ax^2+bx}$ what are the conditions on $a$ and $b$ such that $f$ wil be concave Thanks
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strong convex implies exp-concave

Prove that if f is strong convex (for some m>0) $\mbox(\nabla f(\mathbf{x})-\nabla f(\mathbf{y}))^{T}(\mathbf{x}-\mathbf{y})\geq m||\mathbf{x}-\mathbf{y}||_{2}^{2} $ then f is also ...
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1answer
30 views

Are these two definitions of an affine subspace equivalent?

I've seen the notion of an affine subspace defined differently as follows: $S \subset \mathbb R^3$, non-empty, is an affine subspace if $(1-t)u + tv \in S$ whenever $u,v \in S$. $S$ is an affine ...
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2answers
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compute the smallest affine subspace containing $S$, where $S=\{(1,1,1),(2,3,4),(1,2,3),(2,1,0)\}$ is a set of vectors in $\mathbb R^3$

I've started to study convexity to enchance my optimization skills. Given a set $S=\{(1,1,1),(2,3,4),(1,2,3),(2,1,0)\}$ of vectors in $\mathbb R^3$ an exercise asks to compute the smallest affine ...
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converting a equation to convex form which can be given to cvx solver to solve it. [closed]

Can anybody tell me how to convert this to quadratic programming format so that CVX could solve it...?? I am not asking the whole solution but need only conversion. objective is:- minimize {sum ( ...
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1answer
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Extending a convex function

Suppose $f:(a,b) \to \mathbb R$ is twice differentiable with the property that $c_1 \leq f''(x) \leq c_2$ for every $x \in (a,b)$, where $c_1, c_2$ are positive constants. Is it possible to extend $f$ ...
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Identity of the Operator Norm applied to the differential $df$ for convex $U \subset \mathbb{R}^n$ and $f \in C^1(U, \mathbb{R}^k)$

In my Analysis II Script they often use 'special' norms such as the Operator norm to make proofs more 'elegant' or just shorter. There is also the following statement (without a proof) which I can't ...
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Tangent plane of a convex set.

Given a convex set $\Omega$ in $\mathbb{R}^n$ with smooth boundary, is $\Omega$ contained completely on one side of it's tangent plane at any point on the boundary? If so, how can we prove this? ...
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Euclidean norm second derivative

I really need Your help. I need to prove that Euclidean norm is strictly convex. I know that a function is strictly convex if $f ''(x)>0$. Can I use it for Euclidean norm and how? ...
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Log-convexity preserved by sum?

I'm currently reading Boyd's book on Convex Optimization (free book which can be found here : http://stanford.edu/~boyd/cvxbook/) , and there is one proof I do not understand : p. 105, the book says ...
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Are the coefficients of a Taylor series bounded when the function is?

Say that I have three real functions $f(x)$, $g(x)$, and $h(x)$ such that $f(x)\le g(x)\le h(x)$ for all real $x$. Additionally, $f(x)$ and $h(x)$ are logarithmically convex. Can I make any definite ...
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1answer
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Is this function of matrix F convex?

A scalar function $f(F)=vec(F)^{H}\Big(\Omega^{H}\big(M\otimes F(I+F^{H}F)^{-1}F^{H}\big)\Omega\Big)^{-1}vec(F)$ convex? $\Omega$ is arbitrary matrix and $M$ is positive definite. F can be reviewed ...
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Relationships between affine closures and convex closures

Let $V$ denote a vector space. Then the following concepts make sense: affine subset of $V$ affine closure (affine "hull") of a subset of $V$ Suppose $V$ is in fact a real vector space. Then the ...
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Can $\sin (x)$ be represented as difference of two convex functions?

In my optimization homework, I am supposed to prove that every differentiable function with Lipschitz continuous gradients can be represented as difference of two convex functions. I think I have come ...
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1answer
35 views

Pointwise convergence implies uniform convergence under concavity?

Suppose that $X$ is a subset of a Euclidean space and $f_n:X\to\mathbb{R}$ converges pointwise to $f:X\to\mathbb{R}$. A book I'm reading seems to say that: if $X$ is convex and compact and each ...
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Hint on how to proof that $x^2$ is convex

Note: I can't differentiate 2 times and prove that $f''(x) > 0$ The exercise requires me to prove that the function $f(x) = x^2$ is convex by using the following Theorem: $f(x) \ge f(x^*) + ...
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Normal Cone of a Convex Set

Is there a proof that shows that if a convex set $C \subset \mathbb{R}^n$ has smooth boundary, then the classical normal vector at a given point at the boundary is an element of the normal cone? That ...
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1answer
26 views

Convex optimization problem: linear equality and inequality constraints

When linear equality constraints can be converted in an inequality constraints for a strongly convex optimization problem? I mean, I got the same solution for both the following problem: 1) $\min_x ...
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1answer
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Continuity of subdifferential mapping

I'm reading Cedric Villani's book topics in optimal transportation, and I have a problem on page 53: If $\varphi$ lower semi-continuous, then the subdifferential mapping $\partial\varphi$ is always ...
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Proof of some inquality on convex sets in $\mathbb{R}^n$

Suppose $\Omega$ is a strictly convex bounded set with smooth boundary in $\mathbb{R}^n$. If $y \in \partial\Omega$, how can we show that $$\langle(x-y),\nu_y\rangle < 0$$ for all $x \in ...
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1answer
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Let S ⊂ R 2 . Show that if cl(S) is convex, then S is convex.

Let $S ⊂ R^2$. Show that if $cl(S)$ is convex, then S is convex. This seems intuitive but, I am having trouble thinking of a proof or counter example.
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1answer
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How to prove convexity of a given set

I have the set $$ C_c = \{(x,y,z) \epsilon \mathbb{R}^3 : (2x-x^2+y)(2y-3z)(5x-z) > 1, |x| < 1, y > 3, z < 2\} $$ and I need to prove whether it's convex or not. I know that the ...
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1answer
37 views

Existence of complicated convex functions

In Stochastic Finance: An Introduction In Discrete Time (by Follmer, Schied), page 400, I found the following proposition: Proposition A.4. Let $I\subseteq\mathbb R$ be an open interval and ...
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1answer
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Set of points at which a function coincides with its convexification is compact?

Let $f:[0,1]\rightarrow\ \mathbb{\bar{R}}$, and let $\tilde{f}$ be the convexification of $f.$ (i.e., $\tilde{f}$ is the pointwise supremum of all affine functions that lie everywhere below $f$.) Let ...
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connections between polar set, polar cone?

Given a set $S$, its polar cone http://en.wikipedia.org/wiki/Dual_cone_and_polar_cone and its polar set http://en.wikipedia.org/wiki/Polar_set are defined. Could some please tell me the ...
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Proximal operator of spectral norm of a matrix

How can I calculate the proximal operator of spectral norm for any general matrix, $X\in R^{m\times n}$ i.e., $X^* = \arg \min_X ||X||_2 + \frac{1}{2\tau} ||X-Y||_F^2$ I understand that the proximal ...
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Hahn Banach theorem and supporting hyperplane theorem

The question is out of Rudin Functional analysis Chapter 3 problem 1. Call a set $H \subset \mathbb{R}$ a hyperplane if there exists real numbers $a_1,\ldots, a_n, c$ (with $a_i \neq 0$ for at least ...
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Krein Milman Property

If a closed bounded (not compact) set $X$ in a Banach space $B$ (like $L^1$) has extreme point(s), must the max of a linear functional defined on $X$ occur at one of them? I suppose it depends on $B$. ...
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Book recommendation for Choquet theory

Assuming a good background in basic functional analysis and operator algebras, what is an appropriate text for self-study in Choquet theory?