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.

learn more… | top users | synonyms (3)

1
vote
1answer
689 views

Convex analysis: relative interior in finite and infinite dimension

Let $X$ be a normed space. Given a nonempty convex set $C \subset X$, the relative interior of $C$, denoted by $\text{ri} C$, is the set of the interior points of $C$, considered as a subset of ...
4
votes
2answers
104 views

Convexity of polylogarithms

I want to prove the following proposition: The function $w\to (-Li_{5/2}(-e^w))^{2/5}$ is convex on $\mathbb R$. And, as I think, the same is true for the function $w\to (-Li_{p}(-e^w))^{1/p}$ for ...
4
votes
0answers
80 views

Space of solutions to $f(x+y) = f(x) + f(y)$ when $f$ is convex

Let $f:\mathbb{R}^n\rightarrow\mathbb{R}$ be a nonlinear convex function, and let $x\in\mathbb{R}^n$ be an arbitrary vector. Define the set $\Omega_f(x)$ as $\Omega_f(x) \triangleq ...
0
votes
1answer
60 views

Where the gradient of a convex function approaches zero

Does there exists a differentiable convex function $f: \mathbb{R}^n \rightarrow \mathbb{R}$ with a unique global minimum which we denote by $x^*$ such that there exists a sequence $x_k$, not ...
0
votes
1answer
102 views

Find function with given properties

Find a smooth function $g: \mathbb{R} \to \mathbb{R}$ that domain $g$ is $\mathbb{R}$ range of $g$ is a subset of $\mathbb{R^+}$ $g$ is concave.
4
votes
2answers
92 views

Are there logarithm functions for arbitrary rings?

The logarithm function for $\mathbb{R}$ satisfies $\log xy = \log x + \log y$ whenever both $\log x$ and $\log y$ are defined. Are their conditions for a ring $R$ which guarantee the existence of a ...
1
vote
1answer
109 views

Analytic proof that $\log{\Phi(x)}$ is concave?

How can one prove that $\log{\Phi(x)}$ is a concave function in x? I tried taking second derivative, but so far it isn't helpful. I read a hint on my textbook that says it is easy to show its first ...
3
votes
1answer
472 views

Jensen's inequality and $L^p$ norms

Let $(X,\Sigma,\mu)$ be a probability space; in particular, $\mu(X)=1$. The integral form of Jensen's inequality can be phrased in terms of permuting a convex function $\varphi$ (say, with the ...
2
votes
3answers
255 views

A robust convex optimization problem

Consider a function $ f: \mathbb{R}^n \times \mathbb{R}^m \rightarrow \mathbb{R} $ such that $\forall x \in \mathbb{R}^n$ the map $f(x,\cdot)$ is convex, and $\forall y\in \mathbb{R}^m$ the map ...
2
votes
1answer
123 views

How to prove that this function is convex

My problem is that: The domain is $\mathbb{R} ^n _{++}$ . I need to prove that $f(x_1,...,x_n)=\sum_{i=1}^{n}x_i\cdot ln(x_i) -(\sum_{i=1}^{n}x_i)\cdot ln(\sum_{i=1}^{n}x_i) $ is convex. I tried to ...
0
votes
2answers
480 views

Every exposed point is a extreme point

Let $C$ be a non-empty convex subset of $\mathbb{R}^n$. We say that $x\in C$ is a extreme point of $C$ if for every $z,y\in C$ and $t\in [0,1]$ such that $x=ty+(1-t)z$ we have $x=z$ or $x=y$. Or ...
0
votes
1answer
52 views

Special type of convexity

Does anyone know if there is a name for a function $f:W\rightarrow\mathbb{R}$ ($W$ is a vector space) that satisfies $$ f\left(\theta x + \left(1-\theta\right) y\right) \leq \theta^\alpha ...
1
vote
1answer
52 views

Relation about Gateaux differentiable and differentiable

Assume there is a multivariable function $f:\mathbb{R}^n\to\mathbb{R}$. I want to know the relation between Gateaux differentiable and differentiable. That is, if $f$ is differentiable, is it Gateaux ...
1
vote
1answer
52 views

Extreme points and positive linear combinations

Let $C$ be a non-empty convex subset of $\mathbb{R}^n$. We say that $x\in C$ is a extreme point of $C$ if for every $z,y\in C$ and $t\in [0,1]$ such that $x=ty+(1-t)z$ we have $x=z$ or $x=y$. Or ...
1
vote
2answers
72 views

Using $AM \ge GM$ which is greater among $1+\dfrac{1}{n}$ and $2^{1/n}$.

From expansion I see that $1+\dfrac{1}{n} \ge2^{1/n}$.But can't solve it using $AM \ge GM$. Please help.
3
votes
2answers
94 views

Lipschitz functions in $\mathbb{R}^n, \ \ \mathbb{R}^m$, extension

I've found the following lemma : Let $\{x_1, . . . , x_k\}$ be a finite collection of points in $\mathbb{R}^n$ , and let $\{y_1, . . . , y_k\}$ be a collection of points in $\mathbb{R}^m$, such that ...
2
votes
0answers
55 views

Prove that for every $f$ in $H$, the sequence $u_n$ which is the projection of $f$ on $K_n$ converges to a limit

$K_n$ is non-increasing sequence of closed convex sets in Hilbert space $H$ such that the intersection of $K_n$ is different from emptiness. Prove that for every $f \in H$, the sequence $u_n$ which is ...
6
votes
3answers
2k views

KKT and Slater's condition

I was studying Stephen Boyd's text book and got confused in the KKT part. The book says the following: "For any convex optimization problem with differentiable objective and constraint function, any ...
1
vote
1answer
55 views

Does the Border (Boundary) Points of a convex shape in the positive quadrant make a convex function?

Let $\mathbb{S}$ be a convex body in 2-D with some non-zero intersection with positive quadrant and let it also contain origin. Let $c>0$ be the right-most point on the x-axis such that $(c,y)\in ...
3
votes
0answers
122 views

Does convexity of a function guarantee tractability of finding its minimum?

Formulating a problem as a convex optimization problem usually implicitly considered to imply being able to find global minimizer of the objective. My question is that if it is true or not. ...
1
vote
0answers
56 views

Solution of a Quadratic Optimization Problem

Let $\mathbf{A_1}$ and $\mathbf{A_2}$ be two given $N\times N$ hermitian matrices. Then how do I solve the problem, \begin{align} ...
1
vote
1answer
42 views

Robust feasibility with halfspace?

Consider a convex function $f: \mathbb{R}^n \rightarrow \mathbb{R}$, such that for all $x \in \mathbb{R}^n$ we have $$ a_1^\top x + b_1 \leq f(x) \leq a_2^\top x + b_2 $$ for some given $a_1, a_2 ...
4
votes
1answer
204 views

strict convexity with a measure theoretic property

Suppose $(x_n)$ is a positive sequence of reals converging to $x$. Furthermore we have a measure space $(E,\mathcal{E},\mu)$ given, with finite measure $\mu$. There are a measurables nonnegative and ...
2
votes
1answer
135 views

About Balanced-Convex Hull of a Set

Definition. $\newcommand{\bco}{\operatorname{bco}}$Let $X$ be a real vector space and let $A\subseteq X$. The balanced-convex hull of $A$, deonoted $\bco A$, is the intersection of all balanced-convex ...
1
vote
1answer
50 views

Explain about convexity in geometry and in optimization.

My question is 'what is a difference between convexity in geometry and optimization?'
2
votes
2answers
113 views

Given some points in the Euclidean space, find a plane satisfying some restrictions

In a 3-D Cartesian coordinates, suppose we are given $n$ points and their coordinate values in the form $(x,y,z)$. Obviously there are uncountable planes which divide those points into two groups, ...
2
votes
1answer
61 views

How to prove that is a cone

I have to prove that the set $$K=\lbrace u\in C[0,1]\mid u(t)\geq a(t)||u|| \text{ on } [0,1]\rbrace,$$ where $a(t)=\displaystyle\frac{t(2p-t)}{p^2}$ with $\frac12<p<1$, and ...
1
vote
3answers
366 views

Show that the maximum of a set of convex functions is again convex

Let $f_1(x), f_2(x), \ldots, f_n(x)$ be a set of convex functions. We define $f(x)$ as $$ f(x) = \underset{i}{\text{max}} \left\{ f_i(x) \right\}. $$ How do I show that $f(x)$ is also convex, and ...
0
votes
1answer
78 views

Proving function is convex

How do you show that $c + max(0,1-x)^{2}$ is convex where $c$ is a constant? I can graph it and observe that the function is below any line segment between any two points but I am not sure how to ...
0
votes
1answer
210 views

Epigraph of a function f: D $\rightarrow$ R is convex iff epif(f) is a subset of D*R which is a convex set

As in the topic, how to show that $epi(f)$ is convex iff $epi(f)$ belongs to D*R which is a convex set.
6
votes
2answers
325 views

Can one define the derivative of a function using tangent cones? Does such a notion already exist?

I'm interested in finding an analogue of a derivative that applies to functions which are defined more general subsets of $\mathbb{R}^n$ than open subsets. In particularly, I'm looking at functions ...
0
votes
1answer
26 views

Coding Distributions as a Convex Constraint

In convex optimization, how can we impose a constraint that a variable has certain distribution? e.g. elements of vector $v$ have power law distribution?
1
vote
2answers
87 views

Does $\inf_{(a,b)\in A} ax+by=\inf_{(a,b)\in B} ax+by$ imply $A=B$?

Let $A,B\subseteq\Bbb [0,1]\times [0,1]$, and for all $(x,y)\in \Bbb R^2$ with $x^2+y^2=1$, $$\inf_{(a,b)\in A} ax+by=\inf_{(a,b)\in B} ax+by$$ Can we deduce $\overline A=\overline B$.
2
votes
2answers
125 views

Convex cone question.

Hoi, let $V$ be finite dimensional real vector space with inner product $\left\langle . \right\rangle$ and let $\Gamma \neq \{0\}$ be a closed convex cone. Let $$\Gamma_0^{\perp}:=\{v\in ...
0
votes
1answer
98 views

Is permutation-invariance of an objective a problem in convex optimization?

I have difficulty understanding how permutation-invariance and convexity are related in an optimization problem. Let $f(.)$ be a convex function defined on $d$-dimensional vectors. Suppose, also that ...
0
votes
1answer
37 views

Find a point in a polytope that always cuts off a constant fraction of the polytope.

I have $k$ linear inequalities in $\mathbb{R}^n$, which we can express as $Ax \ge c$ (where $A \in \mathbb{R}^{k \times n}$ and $c \in \mathbb{R}^k$). Assume that the set of $x \in \mathbb{R}^n$ that ...
0
votes
1answer
89 views

Pointed Convex cone: one-to-one correspondence extreme rays - extreme points

Hoi, let $V$ be a finite dimensional real vector space with inner product $\left\langle .\right\rangle$. Let $\Gamma\subset V$ and $\Gamma \neq \left\{0\right\}$ a pointed convex cone. (Pointed means ...
2
votes
1answer
222 views

Prove that if $A, B $ are convex , $B$ is closed, $C$ is bounded and $A+C \subset B+C$ then $A\subset B$

Given the sets $A,B,C \in \mathbb{R}^n$ such that: $$A+C \subset B+C$$ Show that if $A,B$ are convex, $B$ is closed and $C$ is bounded then $A\subset B$. I kind of understand the geometrical ...
1
vote
1answer
129 views

Trace Constraints and rank-one positive semi-definite matrices.

Let $C_1$,$C_2$...$C_N$ be $M\times M$ hermitian matrices and $c$ be a given positive constant. Let $W$ be a positive (possibly semi) definite matrix such that \begin{align} \text{trace}\{WC_1\}\geq ...
1
vote
1answer
215 views

Are these convex optimization problems equivalent?

Consider the optimization problem $$ \mathcal{P}_1: \qquad \min_{x \in \mathbb{R}^n} c^\top x \quad \text{sub. to } \ g(x,y_i) \leq 0 \ \ \forall i = 1,2,...,M$$ where $c \in \mathbb{R}^n$, and ...
0
votes
1answer
102 views

A property of the minima of a sum of convex functions, take 2

This is a follow-up to my previous question. Let $g_1(x), \ldots, g_k(x)$ be convex functions from $\mathbb{R}^n$ to $\mathbb{R}$, and lets assume that global minimum of each $g_i$ is unique and is ...
3
votes
1answer
752 views

A property of the minimum of a sum of convex functions

Let $g_1(x), \ldots, g_k(x)$ be convex functions from $\mathbb{R}^n$ to $\mathbb{R}$, and lets assume that global minimum of each $g_i$ is unique and is achieved, denoting $$x_i = \arg \min_{x \in ...
1
vote
0answers
81 views

convexity of the product of two entropy-like functions

Consider the functions $T_p(q)= \sum_i q_i^p$, where p>1 and q is a finite-dimensional vector satisfying $\sum_i q_i = 1, q_i >0$ (ie, a probability mass function). In information-theoretic terms, ...
3
votes
1answer
96 views

Extensions of Carathéodory's theorem

We know about the Carathéodory's theorem which is on the convex bodies of $\mathbb{R}^d$. My question is, how far we can extend it? Is it true for say, any convex object of Banach space, or for convex ...
0
votes
2answers
1k views

generalized inequalities defined by proper cones [duplicate]

The generalized inequality defined by a proper cone $K$ is that $x \ge_{K} y$ if $x-y \in K$ for $x,y \in K$. Does this means that for any $x \in K$, we have $x \ge_{K} 0$ since $x - 0 = x \in K$ ? ...
2
votes
1answer
85 views

Is there a common name for the property $f(\lambda x+(1-\lambda)y)\leq f(x)+f(y)$?

For $X$ a vector space and $f:X\to\mathbb{R}$, I'm considering the property $$f(\lambda x+(1-\lambda)y)\leq f(x)+f(y) \qquad\forall x,y\in X, \;\forall\lambda\in[0,1].$$ So it's like convexity ...
0
votes
2answers
95 views

Is it a convex function?

Let $f(.)$ be a function. If $f(X)$ is a convex function of $X$, where $X$ is a matrix. Is $f(AXB)$ also a convex function of $X$? ($A$ and $B$ are fixed matrices).
2
votes
1answer
463 views

Prove the concavity of $F(x,y) =\ln(x)+y$ by arguing the definition of concavity.

I need help with this problem. Prove the concavity of $F(x,y) = \ln(x) + y$ by arguing the definition of concavity. A function $f$ is concave is for any $x_0, x_1 \in \mathbb{R}^2$ and $t \in ...
1
vote
1answer
128 views

Convexity of product of elements from two convex set

Given two convex set $X\subseteq \mathbb{R}^N$,$Y\subseteq \mathbb{R}^{N\times N}$ Given a $x\in X$, is the set $\{z|z=yx,\forall y \in Y\}$ convex? If no, by adding what can force it to be convex? ...
1
vote
1answer
32 views

What is the name for functions with this property similar to concavity?

What's the name of the class of functions satisfying the following property: Given some convex space $D\subseteq \mathbb{R}^k$, a function $f:D \to \mathbb{R}$ is called $\mathbf{(?)}$ if for all ...