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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Algorithm - the longest chord whose supporting line contains a given point, in a convex polygon

"Let $P$ be a convex $n$-gon and $q$ a point in the plane. Find an algorithm to compute the longest chord whose supporting line contains q." When $q$ is external to $P$, I think I can prove the ...
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252 views

Compact set and its extreme points

I am reading Chapter 3: Convexity of Rudin's "Functional Analysis". Here is the problem I'm having trouble solving (number 18): Let $K$ be the smallest convex set in $\mathbb{ R}^3$ that contains ...
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216 views

algorthm to find a farthest point in a convex polygon to an external point

Given a point $q$ external to a convex polygon $P$, propose an algorithm to compute a farthest point in $P$ to $q$. One can always have at least one vertex of $P$ in the set of farthest points of $P$ ...
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Minimum distance from a subspace in a Banach space

$X,Y,Z$ are disjoint sets of vectors in a Banach space M. $S_X,S_Y,S_Z$ denotes the subspace formed by the vectors in $X, Y$ and $Z$ respectively. $S_{YZ}$ and $S_{XZ}$ denote the subspaces formed by $...
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76 views

Question about the structure of a convex optimization problem

I am reading a tutorial about Convex Optimization and it defines the general Convex Optimization problem as: $$ minimize_x f(x)$$ where $g_1(x) \leq 0, ... , g_m(x) \leq 0$ and $Ax=b$ and $x \in \...
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2answers
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Is $[u_1,u_2]$ an edge of the polytope $conv(F)$?

Here's the problem. I have a finite set of vectors $F \subset \mathbb{Z}_{\geq 0}^d$. I define $P$ to be the convex polytope $conv(F)$ i.e. the convex hull of $F$. Given $u_1, u_2 \in F$, is the ...
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106 views

How to check the function is convex or not?

How one can check the function whether it is convex or not. I know one method by using Hessian Matrix but I think it did not fit for the following example. I think Hessian matrix method cannot be ...
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1answer
425 views

Onion-peeling in O(n^2) time

I am working on the Onion-peeling problem, which is: given a number of points, return the amount of onion peels. For example, the one below has 5 onion peels. At a high level pseudo-code, it is ...
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368 views

What is the smallest possible angle of this polygon?

A convex polygon contains a square with side-length 1 and is contained in a parallel square with side-length 2 (which is its smallest containing square). What is the smallest possible angle of the ...
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639 views

Differentiability of Moreau-Yosida approximation.

I want to show that if $X$ is a reflexive Banach space with norm of class $\mathcal{C}^1$ and $f\colon X\to\mathbb{R}\cup \{+\infty\}$ is convex and lower semicontinuous, then $f_{\lambda}$ is ...
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266 views

Sufficient condition for global maximum of strictly quasi-concave functions (unconstrained)?

Suppose $f(x)$ is a function from $\mathbb{R}$ to $\mathbb{R}$ and $f$ is strictly quasi-concave. If $x^*$ is a point such that $f'(x^*)=0$, then can we say that $x^*$ is a global maximum of this ...
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232 views

What are the formulas for the number of vertices, edges, faces, cells, 4-faces, …, $n$-faces, of convex regular polytopes in $n \geq 5$ dimensions?

I know that in dimension $n \geq 5$ there are only 3 kind of convex regular polytopes in each dimension: the $n$-simplex, the $n$-cube and the $n$-orthoplex. I would like to know if there are ...
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2answers
74 views

Quasiconcavity of incomplete gaussian integral

From visual experiments , it appears that the set $$ S_r = \left\{ (x,y) \text{ s.t. } \int_x^y e^{-t^2} dt \geq r \right\} $$ is convex for $r \geq 0$. Or equivalently, the function $$ f(x,y) = \...
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41 views

Convexity of an exponential function

I failed the following question in a quiz: For which values of $a$ the function $e^{-a\sqrt(x)}$ with $dom = \mathbb{R}^+$ is convex? Check all that apply: $a\leq0$ $a\geq0$ $-1 \leq a\leq1$ $a\...
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143 views

Convex Sets Pre-image

I am struggling with the following question: Let $a \in \mathbb{R}^n $ and $ b \in \mathbb{R}$ and define $ f: \mathbb{R}^n \rightarrow$ $\mathbb{R} $ by $f(x) = \langle x,a \rangle + b, x \in \...
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275 views

what does full- dimensional means when speaking about covex cones

I want to know the exact definition of full-dimensional. And what does "dimension" refer to, is that in the sense of algebraic variety? I have read several writing announcing that the cone of semi-...
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58 views

Proofing set to be convex

I am struggling solving the following exercise: Let $a \in \mathbb{R}^n$ and $ b \in \mathbb{R}$ and define $f : \mathbb{R}^n \rightarrow \mathbb{R}$ by $f (x)=\langle x,a \rangle + b, x\in \mathbb{...
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128 views

Example of a convex set whose closure is not convex?

An enumeration $ν\colon ℕ → A$ of the rationals $A$ in $(0..1)$ yields an open set $U_ν = \bigcup_{k ∈ ℕ} B_{1/4^k}(ν(k))$, containing all of $A$. You can choose $ν$ such that $U_ν ⊂ (0..1)$ (by using ...
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Compactness, Convexity, Convex Hull of Sets including sequences

Is the following set compact, is it convex and what is the convex hull? $V = \{(x_1, x_2,...,x_n) \in \mathbb{R}^n :\frac{1}{1 + i} \leq x_i \leq \frac{1}{i}, i=1,2,...,n\}$ My thoughts: I was ...
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1answer
88 views

Consider the problem minimize $f(x_1,x_2) = (x_2 −x_1^2)(x_2 −2x_1^2)$

(i) Show that the first- and second-order necessary conditions for optimality are satisfied at $(0,0)^T$. (ii) Show that the origin is a local minimizer of f along any line passing through the origin (...
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Is every convex function on an open interval continuous?

Let $f:(a,b)\rightarrow \mathbb{R}$. $f$ satisfied the following property: If $\forall x_{1},x_{0},x_{2}\in(a,b)$ and $x_{1}<x_{0}<x_{2};$then$\frac{f(x_{0})-f(x_{1})}{x_{0}-x_{1}}\geq \frac{...
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Why doesn't the definition of the interior of a set depend on the dimension of the set

I have just started with a course on convex optimization and have been introduced to the concept of the interior of a set. I have a fairly basic question. I am still trying to understand this topic, ...
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83 views

Dual of concave function is convex

If $U(x)$ is strictly increasing and strictly concave and $lim_{x \rightarrow \infty}$ U'(x) = 0, prove that its dual: $$U^{*}(y) = max_x \{U(x) - xy\}$$ is convex. Does anyone know how to prove this?...
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373 views

Convex n- sided polygon proof writing (homework question)

Would anyone be able to help me with the following problem or give me a push in the right direction? I am not entirely sure where to start and I have been looking at this problem for hours... Any help ...
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On Convex Interpolation and distances

Let $C$ denote the class of all real-valued convex functions on $[0, 1]^2$. Fix $n \geq 2$ and points $x_1, \dots, x_n$ in $[0, 1]^2$. Let $S \subset R^n$ be defined by \begin{equation*} S := \...
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1answer
59 views

Showing the multivariate normal is log-concave?

I'm trying to show that $\log p(x) = -\frac{1}{2}(x-\mu)^{T} \Sigma^{-1}(x-\mu)$ is concave. How would I go about this in $\mathbb{R}^n$? I've tried taking derivatives but I'm getting stuck once I get ...
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Show that this function is convex?

So I'm supposed to show that this function is convex, but I have no idea how to go about it...I've been told to use Cauchy Schwarz in order to show that the Hessian is non-negative definite, but I'm ...
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Closest fixed point to a convex set

Consider the compact convex sets $Y \subset X \subset \mathbb{R}^n$, and a Lipschitz continuous function $f : X \rightarrow X$. Assume that $f$ has multiple fixed points. (From Brouwer's theorem, $f$ ...
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How to prove that $H(S_1\cap S_2)\subset H(S_1) \cap H(S_2)$ and $H(S_1 \cup S_2) \supset H(S_1) \cup H(S_2)$

I'm studying convex analysis and my task is to prove the following inclusions: $S_1, S_2$ are non-empty sets in $\mathbb{R}^n$, and $H(S) $ defined as the convex hull of set $S$. Show that ...
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LP with a linear cost function $c^Tx$: Prove optimal value is $-\infty$ or there exist some $v \in P$ such that $c^Tv \le c^Tx$ for all $x \in P$

Suppose I have a LP with a linear cost function $c^Tx$, where $P=\{x \in \mathbb R^n : Ax \ge b\}$ is the polyhedron I want to minimize over. How do I see that either the problem is unbounded, that ...
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normal cone to sublevel set

I came across the following interesting and important result: Let $f$ be a proper convex function and $\bar{x}$ be an interior point of ${\rm dom} f$. Denote the sublevel set $\{x:f(x)\leq f(\bar{x})\...
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A question Kolmogrov's generalized inequality for projection onto convex sets

Kolmogrov's inequality says that, if $C$ is a convex set, and $P_C(x)$ is an operator for projecting point $x$ into the convex set $C$, if $z = P_C(x)$, then for any $y \in C$ we have $$ (z - y).(x - ...
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Let $P$ be a polyhedron. Prove, $P$ has at least one extreme point $\iff$ $P$ does not contain a line, by using a lemma.

Let $P$ be a polyhedron. Prove, $P$ has at least one extreme point $\iff$ $P$ does not contain a line, by using a lemma. I've a Lemma saying: Suppose $P=P(V,E)$ where $V,E \in \mathbb R^n$ are ...
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60 views

Under what conditions does local concavity imply global concavity?

I have the following result: Assume $U:\mathbb{R}^+\to\mathbb{R}^+$ is continuous and strictly increasing. Further, for every $a>0$ there exists a neighborhood (interval) $S$ of $a$ such that $U$ ...
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699 views

An Orlicz norm is a norm

I had asked a question pertaining to Orlicz norms here. However, in the book I was reading, it said (and I paraphrase) "It's not difficult to show it is a norm on the space of integrable random ...
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228 views

Characterization convex function.

Let be $f:[0,1]\rightarrow\mathbb{R}$ a continuous function such that far all $a,b\in [0,1]$ with $a<b$ $$f\left(\frac{a+b}{2}\right)\leq\frac{1}{b-a}\int_a^b f(x)\,dx.$$ How to prove that $f$ is ...
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35 views

Proving that $\lambda_1\textbf{x}_1+\lambda_2\textbf{x}_2\in C$, for convex cone $C$

I'm doing convex analysis studies and I have the following problem to prove: Show that, if $C$ is a convex cone, then $\lambda_1\textbf{x}_1+\lambda_2\textbf{x}_2\in C$, with $\textbf{x}...
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Let $P \subseteq R^n$ be a polyhedron. Why does $\{ x + \alpha d \mid \alpha > 0\} \subseteq P$ for some $x \in P$ imply $d$ is a recession direction?

Suppose we have a polyhedron $P \subseteq R^n$ and let $d \in P$ be a recession direction, that is $\{ x + \alpha d \mid \alpha > 0\} \subseteq P$ for all $x \in P$. Why does $\{ x + \alpha d \mid ...
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191 views

Identity regarding convexity of the logistic loss function

I found the following identity regarding the logistic loss function in these lecture notes (slide 16) from Berkeley university: $$\log(1 + e^{-z}) = \max_{0 \leq v \leq 1} -zv + v\log(v) + (1-v)\log(...
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Questions on conditions for convexity of a real function

We have a function $f:[0,1] \rightarrow \mathbb{R}$. We know it is continuous on $[0,1]$. Aside from a set $S$ of measure $0$, we can compute its right derivative, and can show that this right ...
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Extending the notion of convex hull in $\Bbb R^n$

The super convex hull of a set $A \subseteq \Bbb R^n$, is the set of all $\sum_{i=1}^{\infty}\lambda_i x_i$ such that $\lambda_i \geq 0$ and $\sum_{i=1}^{\infty}\lambda_i =1$, which is denoted by cco(...
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267 views

Distributed Convex Optimization Algorithm

Consider the convex optimization problem $$ \min_{x_1, \cdots, x_N, y} \sum_{i=1}^{N} f_i(x_i,y) $$ $$ \text{subject to: } x_i \in X_i \ \ \forall i, \ \ y \in Y, \ \ y = \sum_{i=1}^{N} x_i $$ ...
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191 views

Non-empty intersection of convex sets

Assume that $X_1,\ldots,X_n$ are open, convex subsets of $\Bbb R^d$ such that for any $i,j,k$ with $1\le i,j,k\le n$, we have $X_i\cap X_j\cap X_k\neq\emptyset$. Is it possible for $\bigcap_{i=1}^n ...
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67 views

Minimizing a non-convex rational function of two variables

I need to minimize the following function $$f(x,y)= \frac{a}{x}+\frac{bx}{y}+\frac{cy}{x}+dy+\frac{e}{y}$$ where $a,b,c,d$, and $e$ are positive constants, and $x$ and $y$ are both strictly positive. ...
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319 views

I don't understand this proof of the AM-GM inequality?

The proof uses this lemma which I understand: $\mathbf {Lemma}$: Suppose $x$ and $y$ are positive real numbers such that $x>y$. If we decrease $x$ and increase $y$ by some positive quantity $E$ ...
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1answer
222 views

Strictly increasing and strictly convex function that does not go to negative infinity

Let $f : \mathbb{R} \to \mathbb{R}$ be continuous, strictly increasing, and strictly convex for all $x$. What are necessary and sufficient conditions for $f$ to be bounded below? Strong convexity is ...
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1answer
42 views

Write the convex hull of the points $(0,0), (1,1), (2,0) \in \mathbb R^2$ as the set of solutions to a finite number of inequalities.

Write the convex hull of the points $(0,0), (1,1), (2,0) \in \mathbb R^2$ as the set of solutions to a finite number of inequalities. The convex hull of $x_1, \ldots, x_n \in \mathbb R^n$ is defined ...
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29 views

Some good reference on convex functions

I want some good reference on convex functions i.e. all of their properties along with their proofs.
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1answer
89 views

Prove convexity of log modified bessel function

I need to prove that the modified bessel function of the second kind is log convex in the square of the argument. Specifically I'm interested in showing, $\log \mathcal{K}_0(\sqrt{x})$ (zero order) is ...