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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8
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210 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 $A_n$? ...
8
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660 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 $\lambda \in [0,1]$. ...
7
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304 views

Theorem about convex sets

I want to prove a theorem (the link is after the whole text here) and in order to do that I need to prove three preliminary statements. I tried to prove them all but I'm already stuck in the first, ...
6
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262 views

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, $f$ ...
6
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113 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 $S$. ...
6
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257 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
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268 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 ...
6
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689 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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41 views

Generalizing convexity of sets

Let $X$ be a subset of some Euclidean space. We say that $X$ is convex if for any two points $p$, $q$ in $X$, the line segment joining $p$ and $q$ is also in $X$. But what if we loosen this definition ...
5
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119 views

Characterization of Convex Polygons

John Lee's Axiomatic Geometry has an interesting characterization of convex and non-convex vertices for polygons. Let $P$ be a polygon. Consider a ray emanating from a vertex of $P$ which does not ...
5
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286 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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123 views

How to prove this inequality (already verified by numerical simulation)?

I have a conjecture which has been verified extensively by simulation. The conjecture is as follows: $\forall t \in [0, 1], \alpha \in [0,1]$, and positive real sequences $\{p\}_{i:1,\dots,n}, $, ...
4
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36 views

Is $A$ convex if and only if $-\ln(i_{A})$ is convex?

Is it correct that we have : $A \subset \mathbb{R}^n$ is convex if and only if $-\ln(i_{A})$ is a convex function? where here $i_A$ takes the value 1 at $x \in A$ and $+\infty$ elsewhere. I have ...
4
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73 views

The reverse pizza problem .

The pizza problem is a fairly well-known problem which sounds like this : You have a circular pizza and you need to cut it such that you and your friend would both receive half of the pizza . ...
4
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73 views

Affine-regular hexagon in convex body

An affine-regular $n$-gon is a non-degenerate affine image of the regular $n$-gon. It seems to be a standard fact in combinatorial geometry that inside every convex compact set $K\subseteq \mathbb ...
4
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36 views

Is a convex salient cone necessarily contained in an open half-space?

A cone $C$ in $\Bbb R^n$ is said to be salient if it does not contain any pair of opposite nonzero vectors; that is, if and only if $C \cap (-C) \subset \{0\}$. Obviously, a cone $C$ such that that ...
4
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88 views

Convexity of $S=\left\{ \frac{\underline{x}^HA\underline{x}}{\underline{x}^H\underline{x}} , \underline{x} \in \mathbb C ^{n}\right\}$

i've to prove that the following set is convex: Let $A \in \mathbb{C}^{n \times n}$ $$S=\left\{ \frac{\underline{x}^HA\underline{x}}{\underline{x}^H\underline{x}} , \underline{x} \in \mathbb C ...
4
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115 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 ...
4
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116 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
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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 ...
4
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76 views

Mappings preserving convex polyhedra

It is known that linear mappings between euclidean spaces map convex polyhedra to convex polyhedra. Can you give a characterization of the class of mappings that preserve convex polyhedra?
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127 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 ...
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343 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
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82 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
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59 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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17 views

Supporting hyperplane to a compact, convex set in Hilbert space at a given boundary point

Does one always exist? I see that it is true in finite dimensions.
3
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76 views

Permutation and Combinatorics Problem

A function $G$ is defined on a set $S$ with size $k$ : $G(a_1,a_2,a_3,\ldots,a_k)$. $G(a_1,a_2,a_3,\ldots,a_k) = 1$ if and only if a convex polygon can be created by taking these $k$ elements as the ...
3
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54 views

How to prove the matrix fractional function is convex by definition

It is well known that the matrix fractional function $f(\mathbf{w},\boldsymbol{\Omega})=\mathbf{w}^T\boldsymbol{\Omega}^{-1}\mathbf{w}$ is jointly convex with respect to $\mathbf{w}$ and ...
3
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31 views

If $16$ equal isosceles right triangles are combined into convex polygon then rational side of one does not lie along irrational side of another

How can we prove, using algebra, that if $16$ equal isosceles right triangles are combined into a convex polygon, then a rational side of one triangle does not lie along an irrational side of another? ...
3
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25 views

Maximum overlap of two convex bodies

Let $\Delta_n=\big\{(x_1,x_2,\ldots,x_n): \sum_i x_i \leq 1, x_i \geq 0\big\}$ denote an n-dimensional simplex. I am trying to find an $y \in \mathbb{R}^n$ such that the $y-$shifted negative simplex ...
3
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38 views

How to sample from a convex hull?

Let us consider a couple of points $x^{(i)}\in \mathbb{R}^m$ where $i=1,\dots,n$. Convex hull is defined as $$ C = \left\{\sum_{i=1}^{m} \alpha_i x^{(i)} \mathrel{\Bigg|} (\forall i: \alpha_i\ge ...
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48 views

Is minmax equivalent to maxmin?

More precisely, problem $1$ is as follows: \begin{eqnarray} &\max_{1{\le}i{\le}N}\min_{[\gamma_m^i]}\left[\lambda_i - \sum_{m=1}^M\phi_m\gamma_m^iF_m^i\right] \\ &\mbox{subject to} ...
3
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49 views

Estimate the volume of a convex body given a uniform random sample of points inside it?

Let $K$ be a convex, full-dimensional, bounded region of $\mathbb{R}^n$. More precisely, there exist two balls of radiuses $0<r<R$ such that the ball of radius $r$ is fully contained inside $K$ ...
3
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42 views

Calculating the convex conjugate of the function $f(x)=\lim_{n\to \infty}\left(-\frac{1}{n}\log \sum_{k=1}^n e^{a_k\cdot x+b_k}\right)$.

The convex conjugate also known as Legendre–Fenchel transformation of a convex function $f:\mathbb{R}\to\mathbb{R}\cup\{+\infty\}$ is function $f^\ast:\mathbb{R}\to\mathbb{R}\cup\{+\infty\}$ definite ...
3
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31 views

Open embedding of affine toric varieties implies Cone is face of the other

let $\tau, \sigma \subseteq N_{\mathbb{R}}$ be two rational, strongly convex polyhedral cones with $\tau \subseteq \sigma$. Now we get an inclusion $S_{\sigma} \to S_{\tau}$ inducing an inclusion ...
3
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36 views

Are not all neighborhoods of $0$ in a locally convex space absorbent?

A locally convex space (LCS) can be defined as a topological vector space (i.e. scalar product and sum are continuous) whose topology is generated by translation of a family of balanced and absorbent ...
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50 views

Are these equivalent definitions of faces of convex sets?

I consulted several books and found that the definitions of faces and exposed faces of convex sets are a bit messy. Many books just treat them as the same stuff. In book "foundations of ...
3
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85 views

Proving or disproving concavity of a function

I want to prove that the following function is concave (as a part of another proof). $$f(p) = \max_{\begin{matrix}x,y\\0\le x \le 1\\0\le y \le 1 \\ x * y = p\end{matrix}} \lambda h(x) + ...
3
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0answers
111 views

What are some examples of isotrophic sets?

What are some examples of isotrophic sets? and is there a "good" way to describe them? Isotrophic meaning that a random vector X uniformly distributed in the set has the isotrophic property for all ...
3
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114 views

Approximate the unit ball in an infinite-dimensional Hilbert space, by compact sets?

Are there some common ways to approximate the unit ball in an infinite-dimensional Hilbert space, by compact sets? (note that the unit ball isn't compact.) My goal is to prove a statement which holds ...
3
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115 views

A conjectural inequality of the form $\int_a^b g(B'_1(t)) dt \le \int_a^b g(B'_2(t)) dt $ with convex increasing $g$

Assume $ g:[0,\infty)\to [0,\infty) $ be strictly convex and increasing monotonic function and $B_1:[0,\infty)\to [0,\infty) $ be convex and increasing monotonic function and $B_2:[0,\infty)\to ...
3
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68 views

Closedness of convex sets in a locally convex space

Let $C$ be a convex subset of a locally convex topological vector space. Consider the properties: a) $C$ is closed. b) $C$ is weakly closed. c) $C$ is weakly sequentially closed. d) $C$ is ...
3
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246 views

Largest and smallest shape enclosed within circles

There is a convex shape $C$. It is known that the largest disc contained in $C$ has radius $r$ and the smallest disc containing $C$ has radius $R$. What are the smallest-area and largest-area shapes ...
3
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44 views

Characterization of concave function on $\mathbb{R}^N$

I need help with the following problem, I have no idea how to proceed: Let $u \colon \Omega \subseteq \mathbb{R}^N \to \mathbb{R}$ a continuous function, where $\Omega$ is open, connected and ...
3
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0answers
98 views

Non-trivial compatibility which makes convex functions continuous on $\Bbb R$

Here are the definitions: Let $X$ be a set. Another set $\mathcal C\subseteq \mathcal P(X)$ is called a convexity over $X$ if $\varnothing, X\in\mathcal C$ $\mathcal C$ is closed under arbitrary ...
3
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300 views

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 Sierpinski's theorem from which we can deduce that for ...
3
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421 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 ...
3
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83 views

Is it always possible to partition a fat shape to fat shapes?

The slimness factor of a geometric 2-dimensional shape is defined (for this question) as the ratio of the side-length of its smallest enclosing square to the side-length of its largest enclosed ...
3
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66 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 ...
3
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111 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 $f: [0,3] \to \mathbb{R}, f(x) = x^2$ ...