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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Understanding convex hull

I'm having trouble understanding the definition of convex hull. Can somebody give me an example? For example if I have the real convex set $(a,b)$ then what is its convex hull? Is it $(a,b)$ or is it ...
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Prove or disprove a statement about testing the convexity of a set using the vertices

Assume we are working in $\mathbb R^d$. Let $A=\text{Conv}(V)$, the convex hull of $V$. Also $B=\text{Conv}(W)$. I am in a situation where I can prove the following: the line segment joining $v$ and ...
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How to approximate this large sum of exponential terms

Is there any way to approximate the following sum: $$ \sum\limits_{i_1=1}^N\sum\limits_{i_1=2}^N \cdots \sum\limits_{i_k=1}^N \cdots\sum\limits_{i_N=1}^N \exp(-r_{i_1}-r_{i_{k+1}}-r_{i_{2k+1}}- ...
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On level set of concave function

The problem is to show the following: Let $\varphi$ be a closed concave function, and $M=\max_{x \in \mathbb{R}^d} \varphi(x)$. Let $D_r:=\{\varphi\geq r\}$ be the level set. Then given $r \leq s ...
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Show that $L^p$ norm is logarithmically convex as a function of $p$

Let $\Omega \subset \mathbb{R}^n$ be an open, bounded domain. Let $u : \Omega \to \mathbb{R}$ be measurable with $||u||_\infty < \infty$. For $p \in [1, \infty)$, define $$\Phi_u : p \mapsto ...
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How to prove Godunova's inequality?

Let $\phi$ be a positive and convex function on $(0,\infty)$. Then $$\int_0^\infty \phi\left(\frac{1}{x}\int_0^x g(t)\,dt\right)\frac{dx}{x} \leq \int_0^\infty \phi(g(x))\frac{dx}{x}$$ The ...
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Reference for a property of convex function

Let $F:\mathbb{R} \to \mathbb{R}$ be a continuously differentiable function. It is known that if $F$ has a strict local maximum, then it is not a convex function. I just would like to ask you for a ...
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Name of a shape that is intersected once by each ray that starts at a given point

Is there a particular name for a shape that is intersected exactly once by each ray that starts at a given point? To illustrate: I'm looking for a name for shapes like the left one in this image: ...
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Equations for interior of platon solids

It is well known that for platon solids: The interior of cube a.k.a. hexahedron can be described with equation $\max\{|x|,|y|,|z|\}<a$ The interior of octahedron - $|x|+|y|+|z|<a$. But what ...
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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 ...
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Legendre Transformation of a Lagrangian in Classical Mechanics

I have some questions about the Legendre Transformation of a Lagrangian in Classical Mechanics to the Hamiltonian: We start with a Lagrangian $L(q,\dot{q})=\frac{\langle \dot{q} , \dot{q}\rangle }{2} ...
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Show that the ellipse and the hyperbola are convex

In Spivak's chapter on differentiation, he asks the reader to prove that the tangent line to an ellipse or a hyperbola intersect the figure at exactly one point. How is this done most elegantly? I ...
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58 views

Solving $ \inf \left\{ F[\nu] : \nu \in L^2 , \nu \geq 0, \int _0 ^1 \nu=1\right\}$

Let $\phi \in \mathcal ( [0,1]^2)$ symetric , can we find a solution to the following minimisation problem? $$ \inf \left\{ F[\nu] : \nu \in L^2 , \nu \geq 0, \int _0 ^1 \nu=1\right\}$$ with $$ ...
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closed form solution of a particular convex program

I wish to know if there is a closed form solution of a program of the following form $\max_w x^Tw \text{ such that } \tau_2\| w \|_2 + \tau_1 \| w \|_1 \leq 1, ~\ \tau_1, \tau_2 > 0$ When either ...
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Sum Of 2 Convex is affine. Prove 2 functions are affine

Let here be two convex functions: $f(x)$ and $g(x)$ let there be two real numbers: $a$ and $b$ so it is known that: $f(x) + g(x) = ax + b$ Prove that $f(x)$ and $g(x)$ are both affine *meaning that ...
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Show convexity of $f$ in $(x,y)$

Suppose $h$ is a convex function. Let $x$ and $y$ be vectors of possibly different lengths, and $A$ a matrix. Show that the function $f$ defined as $$ f(x,y) = h(y) \qquad Ay=x\\ \qquad \qquad \infty ...
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Existence of function $f:R^2 \rightarrow R$ s.t. f is convex in x- and y- directions and f has multiple minima.

Does there exist a function $f\colon \mathbb{R}^2 \rightarrow \mathbb{R}$ such that (1) for all $(x,y) \in \mathbb{R}^2$, f is convex in the x-direction and y-direction (2) $f$ has multiple ...
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36 views

Convexity of Norm of Max

Let $p \ge 1$. Show the convexity of the function $h:\mathbb{R}^k \rightarrow \mathbb{R}$ defined as: $$h(\textbf{z})=\left(\sum\limits_{i=1}^k \max\{z_i,0\}^p \right)^{1/p}$$
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Composition of convex and power function

Let $g$ be a convex nonegative function, and $p\ge1$. To show: $f(x)=g(x)^p$ is convex. Let $h(x)=x^p$. Then clearly $f=h \circ g$. Denote $\tilde{h}$ as the extended-value extension of $h$, which ...
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37 views

Sufficient condition on convex function such that $f(x) > -\infty$ for all $x$.

Let $f : \mathbb R^n \to [-\infty, \infty]$ convex and let $f(\overline x) > -\infty$ for $\overline x \in \mbox{int}(\mbox{dom}(f)$. Show that $f(x) > -\infty$ for all $x \in \mathbb R$. ...
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Proof of sufficient condition of existence of Lagrange multipliers

Consider the optimization problem $$ (P) \quad \inf\{ f(x) : g_i(x) \le 0, i = 1,\ldots, m, x \in \mathbb R^m \} $$ where $f, g_i : \mathbb R^n \to (-\infty, \infty]$ are convex and $0 \ne ...
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Question about relative interiors and convexity

Suppose that $C\subseteq \mathbb{R}^n$, such that $\operatorname{ri} C\neq \emptyset$ is convex and $\operatorname{cl} C$ is convex. Can we show that ...
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mid-point convex but not a.e. equal to a convex function

I recently stumbled upon Wikipedia's page on convexity (http://en.wikipedia.org/wiki/Convex_function#Properties) and there's reference to Sierpniski's theorem from which we can deduce that for ...
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isoperimetric inequality using Fourier analysis

I'm trying to prove an isoperimetric inequality, but I have absolutely no idea how to go about it. let $\Gamma$ be a closed plane curve parametrized by $\gamma(t) = (x(t), y(t))$ on $[-\pi, \pi]$. ...
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106 views

Nerve Theorem: Is the finite union of closed convex sets triangulable?

My Question: Let $A_1, \ldots, A_k \subseteq \mathbb{R}^n$ be closed convex sets. Is the union $\bigcup_{i=1}^k A_i$ triangulable$^1$? If so, why? Background: I'm trying to better understand the ...
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34 views

The convexity of convex function's range

Given a convex function $f\colon X \to \mathbb R$ with convex domain $X \subseteq \mathbb R^n$, is the range of $f$ a convex set also?
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Help understanding an application of Jensen's inequality

This is from the book Pattern Recognition and Machine Learning by Christopher Bishop. The author states the following form of Jensen's inequality: $f\left(\int{xp(x)dx}\right) \leq \int{f(x)p(x)dx}$ ...
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written $h(t)$ versus two convex functions

given a function $h(t)$ is it possible to written it as a difference of two convex functions $h_1(t)$ and $h_2(t)$ as follow? $h(t)=h_1(t)+h_2(t)$. To clarify, every function for example $g(t)$ can ...
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Inequality for concave functions

This shouldn't be too hard, but I'm stuck. Suppose $f$ is a concave function on the interval $[a,b]$, meaning $$\lambda f(x) + (1-\lambda) f(y) \leq f(\lambda x + (1-\lambda) y)$$ for every $x,y \in ...
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Proximal Mapping for maximum of linear and quadratic function

I was wondering if there is an efficient way of calculating the proximal mapping of the following function $f : \mathbb{R}^3 \rightarrow \mathbb{R}$, $b_i \in \mathbb{R}^3$, $c_i \in \mathbb{R}$ : $$ ...
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can any continuous function be represented as a sum of convex and concave function?

I read that any continuous function can be represented as a sum of convex and concave function, meaning for all $f(x)$, $f(x) = g(x) + h(x)$ where $g$ is convex and $h$ is concave. There could be ...
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Continuity of bounded and convex function on Hilbert space

I'm looking for the proof (or at least hints how to prove it) of theorem: Let $H$ be a real Hilbert space and let $f:H\to (-\infty,+\infty]$ be a convex function, bounded from above in some ...
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What is the probability of having a pentagon in 6 points

If the probability that $5$ random points in the plane whose horizontal coordinate and vertical coordinate are uniformly distributed on the interval $\left(0,1\right)$ occur to be the vertices of a ...
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function induced by optimization

Consider the following optimization $\displaystyle\max_{x_1, \ldots, x_n}\sum_{i=1}^n x_i y_i -\sum_{i=1}^n x_i\log(x_i)$ subject to $a_i\leq x_i\leq b_i$ and $\sum_{i=1}^n x_i =c$ ...
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separate convex and concave function by affine function

Let $f:\mathbb R^n\to\mathbb R$ be a concave continuous function and $g:\mathbb R^n\to\mathbb R$ be a convex continuous function such that $f\leq g$. Then there exists an affine continuous function ...
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Dual norm equivalence?

$\|\|$ is a norm in $R^n$, its dual norm is defined as $\|s\|^*=max_{\|x\|=1}s^Tx$. We denote $s^\#$ as any vector in the following set: [Arg $max_x: \ \ s^Tx-\frac{1}{2}\|x\|^2$] How to verify ...
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Hahn-Banach separation theorem

Let $V_1,V_2$ be convex subsets of a normed space $X$ with $V_1^\circ\neq\emptyset$ and $V_1^\circ\cap V_2 =\emptyset$. Then there exists $x'\in X'\setminus\{0\}$ such that $$\operatorname{Re} ...
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Union of convex sets is convex: Strategy?

I am working in convex geometry for the summer with little experience beforehand. It's a lot of fun but it does mean I don't know some of the basic things. I know that it is not generally true that ...
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Differentiability in a neighborhood of a strictly convex continuous function

Let $f:\mathbb{R}\rightarrow\mathbb{R}$ be a strictly convex continuous function, and let $f$ be differentiable at the point $x_0\in \mathbb{R}$. Can we say that $f$ is differentiable on some ...
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Locally convex space - closed sets

Assume we have a locally convex topology $\tau$ induced by semi-norms $\mathcal P$, on some real vectorspace $E$. Let $\sigma$ be the locally convex topology induced by the semi-norms $$ \mathcal Q ...
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definition of strongly convex

There are several equivalent definitions for strongly convex. For example, some literature said: A function $f$ is strongly convex with modulus $c$ if either of the following holds $$f(\alpha ...
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The Dual problem of a non constraints problem?

The primal problem is $min_{w\in R^d}: P(w)$ where $P(w)=\frac{1}{n}\sum_{i=1}^n\phi_i(w^Tx_i)+\frac{\lambda}{2}||w||^2$. The dual problem is $max_{\alpha\in R^n}: D(\alpha)$ where ...
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Is $\sqrt{x}$ concave?

I have function $f(x)= \sqrt(x)$. To check is it concave or convex i am checkin $f''(x). $ Which is $ -\frac{1}{4x^{\frac{3}{2}}} < 0$ So the $f(x)$ is concave. Is it correct ? And is is the same ...
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Why am I getting a contradiction?

Let $f(x,y) = xy$ and define $$C = \{ (x,y) : xy \geq 1 \}.$$ The Hessian of this function is indefinite and has positive and negative eigenvalues. But we know the set $C$ is convex since this is ...
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If we inscribed all the 6 regular convex four-dimensional polytopes in a sphere, which one would have the highest volume?

When a dodecahedron is inscribed in a sphere, it occupies more of the sphere's volume (66.49%) than an icosahedron inscribed in the same sphere (60.54%). But what about for the 6 regular convex ...
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Relationship between convexity and superadditivity?

This question is a little vague, so let me give some motivation. I was trying to prove the generalized Holder's inequality for probability measures, $$\mathbb{E}(X_1 \dots X_n) \leq \prod_{i=1}^n ...
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Let $S$ be a closed convex set & $x$ be an extreme pt of $S$ then $S-\{x\}$ is

Let $S$ be a closed convex set and $x$ be an extreme point of $S$, then $S-\{x\}$ is Convex Not Convex May or may not be convex I am thinking that the convexity doesn't fail even if we remove the ...
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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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252 views

How do I prove that the composition of an affine function preserves convexity?

What would be the formal proof that $ f(Ax + b) $ given $ f(x) $ is a convex function ? I got to the point where I expanded $$ f(\lambda(Ax+b) + (1- \lambda)(Ay+b)) = f(A(\lambda x + (1 - \lambda)y) + ...
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Adjacency of convex hull facets

Let $C$ be a $d$-dimensional convex polytope and $p$ is a point outside of it. $C=\{f_c\}$ defined by set of facets $f_c=\{p_c,A_c\}$ where $p_c$ is a tuple of vertices and $A_c$ is a set of ...