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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How does one compute a bounding simplex for a set of points?

An algorithm I've implemented to tessellate an N-dimensional space requires starting with a bounding N-simplex. Given a set of $k$ points $S_{0..k-1} \subset R^N$ is there a procedure to find a ...
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738 views

Are convex hulls of closed sets also closed?

If $X$ is a compact set in $\mathbb R^n$, how can we show that $\operatorname{conv} X$ is compact as well? Can we say something similar without assuming boundedness, i.e., are convex hulls of closed ...
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540 views

Is second derivative of a convex function convex?

If $f$ is twice differentiable and convex, is it true that $f''$ is a convex function ?
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Is closure of convex subset of $X$ is again a convex subset of $X$?

Today I was going through my text book exercise and got hold of the following question. Let $X$ be a normed linear space with norm $\lVert\cdot\rVert$ and $A$ is a non empty convex subset of $X$ ...
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281 views

Why it is sufficient to show $|f'(z)-1|<1$?

According to an article entitled "On the Univalency of Certain Analytic Functions" by Wang et al. (2006), we have to show that $|f'(z)-1|<1$ in order to find the radius of univalency for the class $...
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133 views

What is the name of this property?

If there are 3 intervals, such that any 2 of them intersect, then all 3 of them intersect. For any 4 disks, if any 3 of them have a non empty intersection, then all 4 of them have a common ...
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116 views

Prove that $0 < x < y$ implies $\|x\| < \|y\|$ for any norm.

All vectors are real. Prove that $0 < x < y$ (element-wise) implies $\|x\| < \|y\|$ for any norm. This is probably very basic, but I don't seem to get the hang of it. Edit: it turns out this ...
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417 views

How can I prove that a function $f(x,y)= \frac{x^2}{y}$ is convex for $y \gt 0$?

How can I prove that a function $f(x,y)= \frac{x^2}{y}$ is convex for $ y \gt 0$? I take the Hessian matrix of $\displaystyle \frac{x^2}{y}$, and I got: $$H = \displaystyle\pmatrix{\frac{2}{y} & ...
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424 views

Balanced but not convex?

In a topological vector space $X$, a subset $S$ is convex if \begin{equation}tS+(1-t)S\subset S\end{equation} for all $t\in (0,1)$. $S$ is balanced if \begin{equation}\alpha S\subset S\end{equation} ...
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156 views

Is concavity of a real-valued function on a Euclidean space implied by concavity of its restriction to every lower dimensional affine subspace?

Consider a function $f$ over $\Re^n$ to $\Re$. Suppose it is true that for every affine subspace with dimension strictly lesser than $n$ the function $f$ is concave. Is the function $f$ concave over ...
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195 views

An inequality using convex functions: If $\frac{a^2}{1+a^2}+\frac{b^2}{1+b^2}+\frac{c^2}{1+c^2} = 1$ then $abc \le \frac1{2\sqrt 2}$

I see this in a Chinese convex analysis book. Suppose that $a$,$b$,$c$ are positive real numbers satisfying \begin{equation} \frac{a^2}{1+a^2}+\frac{b^2}{1+b^2}+\frac{c^2}{1+c^2} = 1. \end{...
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Extension of bounded convex function to boundary

Suppose $U$ is a convex open set in $\mathbb R^n$, and $f$ is a bounded convex function on $U$. $f$ is then automatically continuous on $U$. The question is: Can we always extend $f$ continuously to ...
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convex function right left derivatives

Hello how to show the followings for a convex function $f(x)$: Let $f(x_0) \in R$ then $\frac{f(x_0 + \epsilon) - f(x_0)}{\epsilon}$ is nondecreasing in $\epsilon$ Similarly how to show the left ...
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Find a convex combination of scalars given a point within them.

I've been banging my head on this one all day! I'm going to do my best to explain the problem, but bear with me. Given a set of numbers $S = \{X_1, X_2, \dots, X_n\}$ and a scalar $T$, where it is ...
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790 views

Weakly convex functions are convex

Let us consider a continuous function $f \colon \mathbb{R} \to \mathbb{R}$. Let us call $f$ weakly convex if $$ \int_{-\infty}^{+\infty}f(x)[\varphi(x+h)+\varphi(x-h)-2\varphi(x)]dx\geq 0 \tag{1} $$ ...
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If $(\nabla f(x)-\nabla f(y))\cdot(x-y)\geq m(x-y)\cdot(x-y)$, why is $f$ convex?

I was reading on wikipedia that a strongly convex function is also strictly convex. I say that a function $f\colon\mathbb{R}^n\to\mathbb{R}$ is convex if $$ f(\lambda x+(1-\lambda)y)\leq\lambda f(x)+...
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197 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 ...
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87 views

Prove that a set defined by concave functions on $R^n$ is convex

I've been trying to prove this statement the whole weekend... Let $g_1,\dots,g_m$ be concave functions on $\mathbb{R}^n$. Prove that the set $S=\{x:g_i(x)\geq{0},\ i=1,\dots,m\}$ is convex.
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Equality in definition of midconvex function

Let $f:I \rightarrow \mathbb{R}$, where $I\subset \mathbb{R}$ is an interval, be midconvex, that is $$f\left(\frac{x+y}{2}\right) \leq \frac{f(x)+f(y)}{2}$$ for all $x,y \in I$. Assume that for some $...
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Is $g(x)=\log x$ convex function?

The graph of convex function is : In a book it is written that $g(x)=\log x$ is strictly convex function. So i searched for graph of $g(x)=\log x$ and found that Though it has been said that $...
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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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187 views

An explicit construction for an everywhere discontinuous real function with $F((a+b)/2)\leq(F(a)+F(b))/2$?

I would like to know an explicit method on constructing an everywhere discontinuous real function $F$ with the property: $$F((a+b)/2)\leq(F(a)+F(b))/2.$$ There is a non-constructive example (with the ...
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282 views

Proving the Obvious

Is it normal that I have the hardest time when I'm trying to prove statements that are blatantly obvious on a visual and/or intuitive level? For instance, how does one go about formally proving the ...
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Second derivative positive $\implies$ convex

In proof of the following theorem; If $f$ has a second derivative that is non-negative (positive) over an interval then $f$ is convex (strictly convex). $f$ is in real number space., the book I ...
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126 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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157 views

proving this inequality related to conjugate functions

For $x \in \mathbb{R}^n$ let us denote $x_{[i]}$ the $i$th largest component of $x$ s.t $$ x_{[1]} \geq x_{[2]} \geq x_{[3]}\ge\cdots $$ The function $$ f(x)= \sum_{i=1}^r x_{[i]} $$ is the sum of $r$...
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129 views

How should I prove a set is convex?

Given a set $$ \mathbf{S} = \{ \mathbf{x}\:|\: \mathbf{x}^T\mathbf{V}\mathbf{x}=1 \} $$ where $\mathbf{V}$ is a positive semidefinite matrix. How to prove this set is convex? I tried in the ...
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576 views

Limit of derivatives of convex functions

Let $(f_n)_ {n\in\mathbb{N}}$ be a sequence of convex differentiable functions on $\mathbb{R}$. Suppose that $f_n(x)\xrightarrow[n\to\infty]{}f(x)$ for all $x\in\mathbb{R}$. Let $D:=\{x\in\mathbb{R}\...
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375 views

Convex combination

Assume that $I$ is a countable set, and we have $u_i\in \mathbb{R}^n$ for $i\in I$. Suppose that $v=\sum_{i\in I} a_i u_i$ and $\sum_{i\in I}a_i=1$ and $a_i\geq 0$. Can one show that there exists a ...
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131 views

Can we prove $\operatorname{tr}(M X X^T)$ is convex?

Define $f(X) = \operatorname{tr}(MXX^T)$. If $M$ is a positive semi-definite matrix, can we prove that $f$ is convex?
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What class of functions is characterized by the property $f[\operatorname{conv} A] \subseteq \operatorname{conv} f[A]$

It is well-known that the inclusion $f[\overline A] \subseteq \overline{f[A]}$ (for every subset $A$) characterizes continuous functions.1 Asking similar questions for other closure operators seems ...
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Describing convex hulls in purely metrical terms

Let $X$ denote a Euclidean space; take $X = \mathbb{R}^n$ for concreteness. Now consider $x,y \in X$. Then the line segment joining $x$ and $y,$ hereafter denoted $[x,y]$, can be described in ...
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47 views

If $\Omega$ is convex, then $K_{\Omega}$ is convex?

Let $\Omega\subset\mathbb{R}^n$ and $$K_{\Omega}=\{\lambda x|\lambda\ge0,x\in\Omega\}$$ Is it true that if $\Omega$ is convex, then $K_{\Omega}$ is also convex. Let $\gamma\in(0,1)$ and $z,t\in K_{\...
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146 views

Chebyshev sets in finite dimension are closed and convex

Prove a finite-dimensional converse to the “best approximation theorem”: Let $K$ be a subset of a finite-dimensional Hilbert space $H$ which satisfies the following property: for each $x \in H$ there ...
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57 views

Is $f(x)x$ convex for increasing function $f$?

Suppose that $f:(0,\infty)\to[0,1]$ is strictly increasing and infinitely differentiable. I have an intuition that $$ g(x)=f(x)x $$ should be convex in $x$ (i.e. increasing at accelerating rate) ...
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108 views

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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$f$ is convex function iff Hessian matrix is nonnegative-definite.

Let $f: \mathbb{R}^2 \rightarrow \mathbb{R}$, $f \in C^2$. Show that $f$ is convex function iff Hessian matrix is nonnegative-definite. $f(x,y)$ is convex if $f( \lambda x + (1-\lambda )y) \le \...
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maximum and minimum singular values

I was studying the Stephen Boyd's textbook on convex optimization and have a question. The book says the following: The singular values of $A$, $\sigma_1 \geq \sigma_2 \geq ... \geq \sigma_n$ are ...
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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 $...
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133 views

A particular ILP where the existence of a relaxed solution implies the existence of an integer solution

This question emerged from a discussion on my previous question Determining quickly whether this Integer Linear Program has any solution at all, which I would like to elaborate separately. I am ...
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459 views

Is the variance concave?

Let $X$ be a discrete random variables with values in the set $\{x_1,\ldots, x_n\}\subset\mathbb{R}$. Denote by $p_i$ the probability that $X=x_i$. We can then regard the variance $Var(X)$ as a ...
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Why does positive semi-definiteness in this inequality imply a convex set?

I was reading a proof that rewrote an inequality in the form: $$b^Tx +x^T A x \le \alpha$$ for $b,x \in \mathbb{R}^n$ and $\alpha \in \mathbb{R}$, and with $A$ positive semidefinite. It then ...
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159 views

Is it possible to 'approximate' compact, convex sets in $\ell^2$ by the Hilbert cube

Define $H=\{(x_n)_n\in\ell^2:|x_n|\le \frac1n, n\in\mathbf N\}\subset\ell^2$. This set is known as the Hilbert cube and it is well-known that $H$ is compact, convex and non-empty. Let $\overline{\...
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186 views

Convex hull approximated from inside by only finite number of elements?

In approximating the convex hull "from inside", i.e. $$ \text{conv}S = \{ x \in \mathbb{R}^n \mid x= \sum_{i=1}^k \lambda_i x^i, x^i \in S, \lambda_i \geq 0, \sum_{i=1}^k \lambda_i= 1 \} \text{,}$$...
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1answer
764 views

Proximal mapping for composition of functions

Suppose I have a convex function $f(x)$ for which I can easily compute the proximal mapping prox$_f(z) = \arg\min_{x} f(x) + \frac{1}{2}||x-z||^2_2$ is there a simple expression for the proximal ...
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380 views

How to verify the following function is convex or not?

Consider function $$f(x)=\frac{x^{n_{1}}}{1-x}+\frac{(1-x)^{n_{2}}}{x},x\in(0,1)$$ where $n_{1}$ and $n_2$ are some fixed positive integers. My question: Is $f(x)$ convex for any fixed $n_1$ and $n_2$...
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1answer
759 views

Both convex and concave functions

Let $f$ be a function from $\mathbb{R}^n$ to $\mathbb{R}$, which is convex & concave and continuous with $f(0)=0$. How to prove that $f(x)=q\cdot x$ for all $x$ in $\mathbb{R}^n$, for a scalar $q$?...
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1answer
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How to prove this function is concave?

This is the function: $\displaystyle f(\vec x) = \log \frac{\exp(x_1)}{\sum_{i=1}^n \exp(x_i)} $
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148 views

Can a figure inside a circle be seen at right angle from any point on the circle?

A convex, closed figure lies inside a given circle. The figure is seen from every point of the circumference at a right angle (that is, the two rays drawn from the point and supporting the convex ...
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74 views

Supporting hyperplane of a convex set

Let $\Omega$ be a bounded convex set in $\mathbb{R}^n$, and let $\partial \Omega$ denote its boundary. Fix a point $p$ in $\Omega$, and let $c$ denote the point on $\partial \Omega$ that is closest ...