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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17
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395 views

How many points of intersection between an ellipse and an $L_p$-circle?

Consider an ellipse $E$ in the plane, centered at the origin. (In my case, the minor axis points into the nonnegative quadrant.) Let S be an "$L_p$-circle": $S = \{(x,y) : |x|^p + |y|^p = 1\}$, ...
10
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155 views

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} ...
7
votes
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192 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 ...
6
votes
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77 views

n-simplex in an intersection of n balls

Consider a $n$-simplex, $n \geq 2$ with vertices $x_i,i=1,...,n+1$. For each edge $(i,j)$, consider $n$-ball $B_{ij}$ such that vertices $x_i$ and $x_j$ are antipodal on this ball. Fix a point $x_0$ ...
6
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163 views

Subgradient of convex minimization duality

$$\min(f_0(x))$$ $$\text{s.t. }f_i(x) \le y_i \forall i, i = 1 ,\ldots, m$$ $$f_i : \text{convex};\quad x : \text{variable}$$ It is also considered that $g(y)$ is the optimal value of the problem ...
6
votes
0answers
703 views

Farkas Lemma proof

I am trying to prove the Farkas Lemma using the Fourier-Motzkin elimination algorithm. From Wikipedia: Let A be an $m \times n$ matrix and $b$ an $m$-dimensional vector. Then, exactly one of the ...
6
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231 views

Behaviour at infinity of a function in terms of first and second derivatives

In a paper (dealing with spectra of certain Schrodinger operators) I found the following assumption for a function $f\in C^\infty(\mathbb R^n;\mathbb R)$: there exists a constant $C>0$ and a ...
5
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134 views

What is the shape of the convex $n$-gon which gives the maximum of a function?

Supposing that the length of every edge of the convex $n$-gon $P_1P_2$$\cdots$$P_n$ is 1, what is the shape of the $n$-gon which gives the maximum of the following function $A_n$? ...
5
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498 views

Gauss-Lucas Theorem (roots of derivatives)

Gauss-Lucas Theorem states: "Let f be a polynomial and $f'$ the derivative of $f$. Then the theorem states that the $n-1$ roots of $f'$ all lie within the convex hull of the $n$ roots ...
5
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189 views

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 ...
4
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142 views

Properties of the square norm in Banach spaces

Let $X$ be a Banach space with its dual $X^*$. Consider the mapping $f: X\rightarrow \mathbb{R}$ given by $$ f(x)=\frac{1}{2}\|x\|^2. $$ We have know that when $X$ is a real Hilbert space ($X=X^*$) ...
4
votes
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60 views

Shortest closed loop containing all extreme points of a convex set

Suppose $S\subset \mathbb{R}^2$ is compact and convex. Suppose $\Gamma:[0,1]\to\mathbb{R}^2$ is a continuous map with $\Gamma(0)=\Gamma(1)$. Suppose $\Gamma$ passes through all extreme points of $S$. ...
4
votes
0answers
90 views

On a version of gradient descent

I am trying to read this paper and have gotten stuck. The author considers the problem of minimizing a convex function whose gradient has coordinate-wise Lipschitz constant $M$ (meaning that for all ...
4
votes
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74 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 ...
4
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79 views

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 ...
4
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152 views

Convexity of cubic vector function?

First question in these forums so go easy on me. I have a function $f_i(x):\mathbb{R}^N\to\mathbb{R}$ which is defined by $$f_i(x) = \frac{(x^TAe_i)x^TAx}{(x^TA+b^T){\bf 1}}$$ where ...
4
votes
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78 views

Find optimal measure

Let $\Omega$ be a convex compact set in $\mathbb{R}^n$, $f\colon \Omega \to \mathbb{R}$ be a convex function. Consider an optimization problem $$ \int\limits_{\Omega}f(x)\,\mu(dx) \to ...
4
votes
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386 views

Is every convex-linear map an affine map?

Let's say that a map $f: V \rightarrow W$ between finite-dimensional real vector spaces is convex-linear if $f(\lambda x + (1-\lambda)y) = \lambda f(x) + (1-\lambda)f(y)$ for all $\lambda \in [0,1]$. ...
3
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46 views

Convex Functions are Continuous

In W. Rudin's Principles of Mathematical Analysis, we read in Chapter 4 that real-valued functions defined on an open interval $(a,b)\subseteq\Bbb R$ are continuous (specifically, Exercise 23). I am ...
3
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63 views

What are the extreme points of the set of probability measures on $(\mathbb N, \mathcal{F})$?

Say, we have some $\sigma$-algebra on $\mathbb N$ and let $\mathbb P$ be the set of all probability measures on it. We know that $\mathbb P$ is convex, so I wonder how do the extreme points look like. ...
3
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59 views

On convex functions being continuous

Every convex function is continuous. It usually says "draw this and it will become obvious that the epigraph is not convex. However, when I draw the epigraph of $f: [0,3] \to \mathbb{R}, f(x) = x^2$ ...
3
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51 views

Biggest ellipse included in a convex polygon

Considering a N edges convex 2D polygon called P. Let's name its vertices $\{p_1, p_2, ..., p_N\}$ described in a counter-clockwise order, with $p_i = (x_i, y_i)$ What would be, and how would one ...
3
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74 views

Averages of a Function

Let $(X,M,\mu)$ a measure space and $f:X \rightarrow \mathbb{C}$ a function in $L^{\infty}(\mu)$. Define $A_f$ as the set of all averages \begin{equation} \frac{1}{\mu(E)} \int_{E} f d \mu ...
3
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84 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. ...
3
votes
0answers
41 views

Need $f:[0,\infty)\to[0,\infty)$ such that $f$ is not convex but $f(x^p)$ is for $p>1$.

To be more specific I need to find an $f:[0,+\infty)\to[0,+\infty)$ which satisfies the following: (somewhat trivial stuff) The function $f$ is continuous, nondecreasing, there exists $k>0$ such ...
3
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0answers
78 views

When is a sequentially closed cone, closed?

Let $X$ be a locally convex, Hausdorff topological vector space and $C\subseteq X$ a convex cone, which is sequentially closed. What are criteria, that would imply that $C$ is closed (in the topology ...
3
votes
0answers
63 views

maps from a convex set to itself

Suppose $S\subset \mathbb{R}^n$ be a closed convex set under Euclidean topology (but not necessarily bounded, example a closed cone). Let $\mathcal{E}(S)=\{L:\mathbb{R}^n\rightarrow \mathbb{R}^n\text{ ...
3
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81 views

On the duality gap for quasiconvex optimisation problems

This stack exchange question got me thinking about quasiconvex analysis. Given a compact,convex subset $X\subset \mathbb{R}^n$ and a quasiconvex function $f:X\rightarrow \mathbb{R}$ Define the ...
3
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70 views

Two convex cones

Consider a convex cone $C$ (in some real vector space), with $C_1$ a convex subcone. I'm led to study elements $v\in C_1$ with the following "relative form" of extremality: if $v=x+y$, with $x,y\in ...
3
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180 views

Convex analysis books and self study.

I have taken some courses in Convex optimization. Now I would like to know a little bit more about the pure mathematical side. Is there any good books in convex analysis? I have read and worked with ...
3
votes
0answers
175 views

How to show that a function is piecewise linear

Let z(t) = min $(c+t d)^T x$ s.t $Ax <= b$ Show that Z(t) is a concave, piecewise linear function of t. I'm really not sure how to even start proving this, I would really ...
3
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0answers
41 views

Show that maximisers are in corners

Let $\Pi$ be a rectangle $[a,b] \times [c,d]$ containing $0$: $a < 0 < b$, $c < 0 < d$, let $f(x)$ be a convex continuous function on $\Pi$. Define a functional $$ J(x_1,x_2,x_3) = p_1 ...
3
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48 views

Convex functions: bounding the difference

Suppose you are given a convex function $f: R^d \rightarrow R$. Let us say you are given $x,x' \in R^d$ and there are $x_1, x_2, \ldots, x_n \in R^d$ such that $$\sum_{i=1}^n (x_i - x') = x - x'.$$ ...
3
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198 views

Global optimum of sum of convex functions

Take two real differentiable convex functions, $f_1$ and $f_2$, defined on the unit interval $[0; 1]$. I want to find the global optimum of: $\min_{x \in [0;1]} af_1(x)+bf_2(x)$, for given $a, b \in ...
3
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71 views

packing for the polytope

Let $X=(X, \|\cdot\|)$ be some normed space. Let $C=[-1,1]^n$ and $H$ be a plane with equation $\sum_{i=1}^nr_i=s, 1\le s\le n.$ (Here $r_i$ are such that $Proba(r_i=1)=Proba(r_i=-1)=1/2$). The ...
3
votes
0answers
95 views

“Round” regions on surface of convex polytope

A convex $d$-polytope $P$ is the convex hull of finitely many points. Given such a polytope with $n \gg d$ vertices, I would like to prove that its surface has to be "round" in some region. Let me ...
3
votes
0answers
76 views

Extreme rays of totally monotone function's cone

A smooth function $f \colon \mathbb{R}^{n}_+ \to \mathbb{R}_{+}$ is said to be totally monotone iff $(-1)^{| \alpha|} \frac{ \partial^{| \alpha |} }{\partial^{\alpha}x} f(x) \geq 0$ for any ...
3
votes
0answers
70 views

Using convexity and separation to prove bounds on norm bound functionals

I'm quoting here a homework problem with two clauses. I've already managed to find a solution for the first clause, and have problems generalizing it for the second clause, I'll go into details after ...
3
votes
0answers
60 views

What proofs are based/use/depend on existance convex hull or convex envelope?

I wonder if there are any is at least one proof of any mathmatical fact that would use convex hull or convex envelope as mathmatical object valuable for that proof?
3
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348 views

Modification of Mazur's lemma

Working through Brézis and solving an exercise I have a question about my solution. It's well known that, if $x_n$ converges weakly to $ x $ in a Banach space $X$, then there exists a sequence ...
3
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334 views

a function and its epigraph

The epigraph of a function $f:\mathbb{R}^{n}\to [-\infty,+\infty]$ is the set of points $(x,\mu)\in\mathbb{R}^{n+1}$ satisfying $f(x)\leq \mu$, and is denoted by $\mathrm{epi}(f)$. I somehow got ...
2
votes
0answers
18 views

Complexity of finding extremal rays

Suppose that $\{L_i\}$ is a collection of $k$ linear forms on $\mathbf R^n$. Let $$C=\{x \in \mathbf R^n : L_i \cdot x \geq 0 \text { for all } i \}$$ be the closed convex cone defined by the ...
2
votes
0answers
35 views

Conjugate of a function

Yes this is homework. Given $f(x) = 1^{T}(x)_+$ where $(x)_+ = \max\{0,x\}$, what is $f^*$? I know that the conjugate of a function $f$ is $f^*(y) = \sup (y^Tx - f(x))$ but I do not know how to show ...
2
votes
0answers
52 views

On the convexity of a particular discontinuous function.

Let $f:D\to\mathbb{R}$ be defined as follows: $$ f(\mathbf{x})=\frac{a-(\mathbf{x}_N\cdot\mathbf{x}_0+x_{n+1})}{\sqrt{\mathbf{x}_N^T\mathbf{A}\mathbf{x}_N}}, $$ where ...
2
votes
0answers
96 views

Voronoi-Diagram - split concave polygon

I have a concave polygon c and a set of points p[]. What I need is to have a set of polygons splitted by the voronoi-diagram. My problem is the following: I already found a library to calculate the ...
2
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41 views

Find the Polar of a set.

Let $A \subset \mathbb{R}^{n}$ be non-empty. The set $$ A^{\circ} = \lbrace c \in \mathbb{R}^{n} |\; \langle c,x \rangle \leq 1 \quad \forall x \in A \rbrace $$ is called the polar of $A$. I'm ...
2
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27 views

Monotononically Increasing Water Filling Solution?

$\mathbf{I}$ is the $K\times K$ identity matrix. $\mathbf{h}_i\in\mathbb{C}^{M\times1}\quad\forall1\leq i\leq K$ are column vectors. Consider the solution of the convex optimisation problem over ...
2
votes
0answers
42 views

Convex hull of the set of piecewise constant vectors

A piece-wise constant or blocky signal can be defined as follows Definition: Let $p,b\in\mathbb{N}$ such that $b\leq \left(p-1\right)$. Define the set of normalized blocky vectors as the following ...
2
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61 views

Uniqueness of the solution

We know that 1) Minimise of a convex function the unique solution exists 2) Maximise of a concave function the unique solution exists How about 1) Minimise of a strictly convex function? 2) ...
2
votes
0answers
129 views

Infimum over area of certain convex polygons

Let us identify the Euclidean plane with the complex plane $\Bbb C$. For every $n\ge 1$, consider the following collection of finite sets in $\Bbb C^{n+1}$: $$S_n:=\{(z_0,z_1,\dots,z_n)\in\Bbb ...