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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Is this matrix function convex or non-convex?

Given, $g(Z)=Tr(Z^Tf(Z)Z)$ , where $f(Z)=h(Z)-ZZ^T$ is a p.s.d matrix formed using entries in $Z$, where again $h(Z)$ is a diagonal matrix with its $i$'th diagonal entry being ...
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46 views

Achieving equality in the definition of the support function

Suppose that $B$ is a convex body (compact closed with nonempty interior), and let $$h_B(u) = \sup_{x \in B} \langle u,x\rangle$$ be its support function. Is there a nice description of the set $E ...
2
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1answer
140 views

Convex and concave functions

This maybe a silly question... So mercy me. Let $m,v:[0,S]\to \mathbb{R}$ be two Lebesgue integrable, monotone functions, say $m$ decreasing and $v$ increasing and set: $$M(s):=\int_0^s m(\sigma)\ ...
2
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1answer
168 views

Relationship between a convex function and a convex set

Here is an assertion I have read from these lecture notes: Let $f(x)$ be a convex function, then the set $I_\beta= \{f(x)\leq \beta\}$ is convex for every $\beta$ This is not hard to prove. we ...
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Is the convex hull of closed set in $R^{n}$ is closed?

Is convex hull of closed set in $R^{n}$ closed?
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74 views

Quasi-Convexity

Can I get the conclusion that the function of matrix $P$ and $Q$ \begin{equation} \mathrm{tr}\left( PQ\right) \end{equation} is a quasi-concave function for $P>0$, and $Q>0$? It is true for ...
2
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1answer
211 views

Projection operator property

Let $\pi_M(a)$(projection operator) be the closest point of $M$ from the point $a$ . How one can prove if $M$ is convex set of $\mathbb R^n$ then projection operator has this property? ...
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516 views

When finding root, does Newton's method fail if the function is non-differentiable?

According to wikipedia's description, the Newton's method finding a root presumes a differentiable function. Then, will it fail when encountering non-differentiable function? For example, can it find ...
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58 views

Is it problematic when using Newton Descent with discontinuous Hessian?

Is there any side effect when applying Newton Descent to a convex function whose Hessian is discontinuous?
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234 views

Fenchel conjugate of non smooth function

Is it valid to derive Fenchel conjugate for a non-smooth function? Checking its definition $f^*(y) = sup_{x \in \mathsf{dom}f} (y^Tx - f(x))$, I think this would be OK, but I'm not sure about that. ...
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119 views

maximise the function

$f(x,y,z)=Ae^{-(x+y)}+Be^{-(x+y+z)}-C$, In above function A,B and C are constants. $x,y$ and $z$ are dependent on each other too (As an example when x is changed y and z are changed too..like wise). ...
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Why is the negative entropy Lipschitz with respect to the $1$-norm (Over)?

Let $\left\|x \right\| = \sum_{i=1}^{i=n}\left|x^i\right|$ and $d\left(x\right)=\sum_{i=1}^{i=n}x^i\ln x^i$ where $x\in R^n $ and $ \sum_{i=1}^{i=n}x^i=1$ How to prove: For all $x, x'$, $$\left| ...
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123 views

Proving that $|x|^p,p \geq 1$ is convex

I want to show that $|x|^p,p \geq 1$ is convex, for this i have to prove the inequality $|(1-\lambda )x+\lambda y)|^p \leq (1-\lambda)|x|^p+\lambda |y|^p $ for $\lambda \in (0,1)$ Can anyone prove ...
2
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1answer
178 views

Convex optimization and linear programming please help! :)

How would I write the following as a standard form LP? Minimizing $\sum_{i=1}^n x_i + c\max(a_i-x_i)$ for $a_i \ge 0$ and what is the optimal value for when $c=n$ How to express minimize $\frac{1}{2} ...
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1answer
106 views

Some convex optimization questions

Is minimizing number of $\{{i : x_i \ne 0}\}$ subject to $Ax=b$ a convex problem? Why is it computationally hard? What is polar cone of $\{x \in \mathbb{R}^2:0\le x_1 \le x_2\}$? Are ...
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1answer
92 views

If both $f$ and $-f$ are convex functions, then $f$ is affine

Prove that if both $f$ and $-f$ are convex functions, then $f$ is affine My attempt If $f$ is convex, $f(\lambda y +(1-\lambda)x) \le \lambda f(y) + (1-\lambda)f(x)$ If $-f$ is convex, ...
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66 views

Projection: two closed convex sets

I am really struggling with this problem: $C$ and $D$ are closed, convex subsets of ${R}^n$ with non-empty intersection, i.e. $C \cap D \neq \emptyset $ . Is it true that projection $p_{C\cap ...
2
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1answer
65 views

Definition of direct products of two cones or of two convex subsets?

When reading a comment after this reply, I was wondering what the definitions of direct product of two cones? More generally, what is the direct product of two convex subsets? This case is what I ...
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651 views

Log-concave functions whose sums are still log-concave: possible to find a subset?

Rationale: I am puzzled by a problem of log-concavity, which arises in population dynamics where the curvature of the logarithm of sums is a quantity of interest. It is well-known that sums of ...
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1answer
260 views

How to understand convex duality intuitively

Is there an intuitive way to understand the convex duality? If the primal problem is minimization, the dual is maximization over another set of variables - but I would love to have a geometric ...
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371 views

cosh x inequality

While reading an article on Hoeffding's Inequality, I came across a curious inequality. Namely $$\cosh x \leq e^{x^2/2} \quad \forall x \in \mathbb{R}$$ I tried many ways to prove it and finally, ...
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33 views

How can I reformulate my problem to make it convex?

I would like to find the symmetric positive definite matrix $S\in \mathcal{M}_{m,m}$ that minimizes the function $f(S)=\mathrm{trace}(S)+m^2\mathrm{trace}(S^{-2})$ which has been proven to be convex ...
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1answer
632 views

A question regarding the convex envelope of a function

I know that by definition, the convex envelope of a function $f$ ($f$ not necessarily convex), denoted $\operatorname{conv}f$, is the largest convex function majorized by $f$. That is, it is a convex ...
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298 views

lsc function on compact set it attains its maximum minimum?

Is this true if so how to show it? if not true can you give a counter example: A lower semicontinuous function f on a compact set K attaings its minimum on K. A lower semicontinuous function f on a ...
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1answer
29 views

Continous map assuming positive value in the closure of a convex set

Let $\phi:\mathbb{R}^d\rightarrow\mathbb{R}$ be a continuous map w.r.t. Euclidean norm. Let $C\subseteq\mathbb{R}^d$ be a convex subset. Assume that there exists $y\in\overline{C}$ such that ...
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281 views

Proof that the set of doubly-stochastic matrices forms a convex polytope?

Does the set of all doubly-stochastic matrices form a convex polytope? In general, I wonder how the proofs of convexity and geometry can be established for sets of matrices of this kind? Anything to ...
4
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1answer
153 views

Convexity of $\mathrm{trace}(S) + m^2\mathrm{trace}(S^{-2})$

I have the following function $f(S)=\mathrm{trace}(S)+m^2\mathrm{trace}(S^{-2})$ where $S\in \mathcal{M}_{m,m}$ symmetric positive definite matrix. I'm trying to prove the convexity of this function ...
4
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2answers
110 views

$\int_0^1 u(t)\phi''(t)dt \geq 0,\ \forall \phi\in C_0^1((0,1)), \ \phi\geq 0$. Is $u$ convex?

Suppose that $u\in C([0,1])\cap C^1((0,1))$ satisfies for all $\phi\in C_0^2((0,1))$, $\phi\geq 0$ $$\int_0^1 u(t)\phi''(t)dt \geq 0$$ Can we conclude that $u$ is convex? Note: $C_0^2((0,1))$ is ...
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101 views

Prove that there are no convex functions on compact manifolds

This one seems intuitively obvious to me but I don't know how to prove it. Suppose you have a compact manifold $M$ with a function $f$ defined on it. Given two points $x$ and $y$ on the manifold, ...
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Sufficient condition for a function to be affine

If for a function $f:\mathbb{R}\to\mathbb{R}$, I can prove for any real $x,y$, that $f(\frac{x+y}{2})=\frac{f(x)}{2}+\frac{f(y)}{2}$, can I say for sure that it is affine, as in of the form ...
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141 views

Convexity of $\log \det(I+(P-\text{tr}(X))\cdot X)$

where $P-\text{tr}(X)>0$ and $X$ is a diagonal matrix with diagonal elements are $(x_1,x_2,\dots x_m)$
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An eigen problem

$K$ is a symmetric positive semidefefinit matrix. $K1 = 0$ (i.e. The sum of elements in each row is $0$. Or in other words matrix $K$ is centered. From this we conclude the smallest eigenvalue of $K$ ...
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Mappings preserving convex polyhedra

It is known that linear mappings between euclidean spaces map convex polyhedra to convex polyhedra. Can you give a characterization of the class of mappings that preserve convex polyhedra?
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1answer
847 views

Why is this composition of concave and convex functions concave?

Please forgive my ignorance. I have a quick silly question about a statement given without proof in Convex Optimization by Boyd and Vandenberghe (page 87). Suppose $\mathbb{R}_+^n$ is the set of ...
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1answer
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Is the set of all concave functions a convex set?

How can I prove this? I saw a similar question here: (But this was only for when g(x) is ≥0) Prove that a set defined by concave functions on $R^n$ is convex
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straightforward way to determine if this set is convex?

straightforward way to determine if this set is convex? $Z=\left\{x\in\mathbb{R}^2:3x_1^4-x_1x_2+x_2^4\le x_2,x_1>2,x_2>2\right\}$ I know I can try by manipulation of linear combination of two ...
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How $x^4$ is strictly convex function?

I hear that $f(x)=x^4$ is a strictly convex function $\forall x \in \Re$. However, strict convexity condition is that the second derivative should be positive $\forall x \in \Re$. For the mentioned ...
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104 views

Are these sets not convex?

Definition of convex set says: an object is convex if for every pair of points within the object, every point on the straight line segment that joins them is also within the object. From: ...
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Cyclically monotone sets on four points

A subset of $\mathcal{X} \times \mathcal{Y} \subset \mathbb{R}^d \times \mathbb{R}^d$ is cyclically monotone if $\sum_{i=1}^n \langle x_i,y_i\rangle \ge \sum_{i=1}^n \langle x_i,y_{i+1}\rangle$, where ...
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1answer
349 views

Dual cone of a L1 norm cone?

I am listening to convex optimization lectures and I hear that dual cone of a $L1$ norm cone is a $L-\infty$ norm cone. Can anybody please explain how? I understand that every point in the dual cone ...
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Need advice: what should be my next step?($2$) (does Cauchy-Schwarz help here?)

This question is based on the question that I asked here Need advice: what should be my next step? I did a little more progress and wanted to share with you. As this is a new question, without any ...
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$L_{p}(\mathbb{T})$ is not uniformly convex if $p \in \{1,\infty\}$.

How can I prove that $L_{p}(\mathbb{T})$ is not uniformly convex if $p \in \{1,\infty\}$. Here $\mathbb{T} = \mathbb{R}/\mathbb{Z}$
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Convex hull is the minimal convex set containing $X$

How one can prove that convex hull is the minimal convex set containing $X$? We need to show that for each convex set $M$ if $X\subseteq M$ then $conv(X)\subseteq M$. I am thinking of proof by ...
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Property of convex functions

I am trying to show that if a function $f$ defined in $\mathbb R^n$ is differentiable and convex then $f(y)-f(x)\ge \nabla f(x)(y-x).$ for each $x,y\in\mathbb R^n$ Using differentiability of $f$ I ...
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About the convexity of Ky Fan's norm

As we know, the Ky Fan norm is convex, and so is the Ky Fan k-norm. My question is, does this imply that the difference between them is a non-convex function, since it results from "difference between ...
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163 views

$ \text{int}(A) = \text{int(cl}(A))$, where $A$ is convex

How can one prove that $ \text{int}(A) = \text{int(cl}(A))$, where $ A \subseteq \mathbb{R}^n$ is convex?
3
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1answer
99 views

Is this function convex

Is function $$f(x, y) = \left(\frac{x}{y} - a\right)^2 \left(\frac{y}{x} - \frac{1}{a}\right)^2$$ convex on the domain $$\{(x,y): x, y \in \mathbb{R}, x >0, y >0 \}\quad?$$ Now I think that it ...
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On the convexity of element-wise norm 1 of the inverse

Let us define $\|A\|_1$ the element wise norm 1 of a matrix $A \in \mathbb{R}^{n \times m}$ as $$ \|A\|_1= \sum_{i,j} |A_{i,j}|. $$ Obviously, this function is convex over $\mathbb{R}^{n \times m}$. ...
4
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1answer
92 views

$ \text{cl}(\text{int}(A)) = \text{cl}(A)$ when A is convex

How can one prove that $ \text{cl}(\text{int}(A)) = \text{cl}(A)$, where $ A \subseteq \mathbb{R}$ is convex? I know that if $A$ is convex, $\text{int(A)}$ and $\text{cl(A)}$ are convex too. I need ...
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178 views

Is it possible for a Strongly Convex function to be unbounded below?

Let $X$ be a non-reflexive Banach space and $f:X\rightarrow\mathbb{R}$ a $C^1$ function that is Strongly Convex, i.e. $$f(u)-f(v)\geq\langle f'(v),u-v\rangle+c\|u-v\|^2$$ where $c>0$ is constant. ...