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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Convex surface on which any two points $a,b$ can be joined by a curve of length $(\pi/2-\epsilon)|a-b|$

I am trying to solve an exercise on page 13 of the book Metric structures on Riemannian and non-Riemannian spaces by Gromov. Construct a closed, convex surface $X$ in $\mathbb R^3$ such that any ...
28
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Does local convexity imply global convexity?

Question: Under what circumstances does local convexity imply global convexity? Motivation: Classically, a twice differentiable function $f:\mathbb{R} \rightarrow \mathbb{R}$ is convex if and only ...
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Is the composition of $n$ convex functions itself a convex function?

Is a set of convex functions closed under composition? I don't necessarily need a proof, but a reference would be greatly appreciated.
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What are the main uses of Convex Functions?

Up till now I have just learned that the concept of convexity in functions of one variable is used to complete the graphs of functions, meaning to locate points of inflexion and see if the graph is ...
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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 ...
20
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Does there exist regular planar pentagon?

How to prove or disprove that the boundary of any convex body in $\mathbb{R}^3$ (treated as a surface) includes 5 points which form a regular planar pentagon?
19
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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": $S = \{(x,y) : |x|^p + |y|^p = 1\}$, ...
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Example of a function such that $\varphi\left(\frac{x+y}{2}\right)\leq \frac{\varphi(x)+\varphi(y)}{2}$ but $\varphi$ is not convex

Rudin's Real and Complex Analysis Chapter 3 Exercise 4 is: Assume that $\varphi$ is a continuous real function on $(a,b)$ s.t. $$\varphi\left(\frac{x+y}{2}\right)\leq ...
17
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631 views

Is $[0,1]^\omega$ homeomorphic to $D^\omega$?

Let $n\in \mathbb N$ and let $D^n$ be the closed $1$-ball in $\left(\mathbb R^n, \|\,\cdot\,\|_1\right)$. It is not too hard to show that $[0,1]^n \cong D^n$ in this case. This observation leads to ...
17
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For what functions $f(x)$ is $f(x)f(y)$ convex?

For which functions $f\colon [0,1] \to [0,1]$ is the function $g(x,y)=f(x)f(y)$ convex over $(x,y) \in [0,1]\times [0,1]$ ? Is there a nice characterization of such functions $f$? The obvious ...
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Why does a convex set have the same interior points as its closure?

Let $C$ be a convex subset of $\mathbb{R}^n$. I've been trying for hours to prove that $\dot{\overline{C}}=\dot{C}$. Somehow my intuition completely fails me. I found a proof in a textbook, but just ...
16
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348 views

Expected size of subset forming convex polygon.

If there are $4$ random points in the plane whose horizontal coordinate and vertical coordinate are uniformly distributed on the interval $\left(0,1\right)$, what is the expected largest size (or ...
16
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1answer
363 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} ...
15
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Farkas’ lemma: purely algebraic intuition

Here is a statement of Farkas Lemma from the Wikipedia. Let $A$ be an $m \times n$ matrix and $b$ an $m$-dimensional vector. Then, exactly one of the following two statements is true: There exists ...
15
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1answer
415 views

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 ...
14
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Construct an example of set $A$ for which $A+A=A $ but $0∉cl(A)$

How to prove that convexity is necessary condition in this question? Need to construct an example of set $A$ for which $A+A=A$ but $0 \notin cl(A)$. From the linked question follows that $A$ must be ...
14
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Two cubes in unit cube

A cube of side one contains two cubes of sides $a$ and $b$ having non-overlapping interiors. How to prove the inequality $a+b \le 1?$ The same question in higher dimensions.
13
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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 $x_0$ ...
13
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512 views

A tree of convex sets?

This was suggested by a problem on FreeNode's #math a little while ago... Construct a directed graph $\Gamma$ with vertex set the set of compact convex sets in $\mathbb R^2$, and an arrow $A\to B$ if ...
13
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1answer
361 views

A beautiful inequality for convex functions

Let $f\in \mathcal{C}([0,1],\mathbb R_+)$ increasing. Prove that there exist $g,h\in \mathcal{C}([0,1],\mathbb R)$, convexs, such that $g\leqslant f \leqslant h$ and : $$\displaystyle ...
13
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Convexity of Matrix Exponential

Consider the function $A: \mathbb{R}^n \rightarrow \mathbb{R}^{n \times n}$ defined as $$ A( x ) := \left[ \begin{matrix} x_1 & a_{1,2} & \cdots & a_{1,n} \\ a_{2,1} & x_2 & ...
13
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1answer
213 views

Expected values of some properties of the convex hull of a random set of points

$N$ points are selected in a uniformly distributed random way in a disk of the unit radius. Let $P(N)$ and $A(N)$ denote the expected perimeter and the expected area of their convex hull. For what ...
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Dual norm intuition

The dual of a norm $\|\cdot \|$ is defined as: $$\|z\|_* = \sup \{ z^Tx \text{ } | \text{ } \|x\| \le 1\}$$ Could anybody give me an intuition of this concept? I know the definition, I am using it ...
12
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1answer
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Showing $\left|\frac{a+b}{2}\right|^p+\left|\frac{a-b}{2}\right|^p\leq\frac{1}{2}|a|^p+\frac{1}{2}|b|^p$

For $a,b \in \mathbb R$, $p\geq2$ I try to show $$\left|\frac{a+b}{2}\right|^p+\left|\frac{a-b}{2}\right|^p\leq\frac{1}{2}|a|^p+\frac{1}{2}|b|^p.$$ Is this a popular inequality (At least I could not ...
12
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Dual of a dual cone

Any hint on how to prove the following please: Let $K$ be a convex cone, and $K^*$ its dual cone. Prove that $K^{**}$ is the closure of $K$. Thanks!
12
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3answers
793 views

cosh x inequality

While reading an article on Hoeffding's Inequality, I came across a curious inequality. Namely $$\cosh x \leq e^{x^2/2} \quad \forall x \in \mathbb{R}$$ I tried many ways to prove it and finally, ...
12
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2answers
174 views

Is $\frac{1}{2}\|x\|^2$ the only function that is equal to its convex conjugate?

Is $\frac{1}{2}\|x\|^2$ the only function that is equal to its convex conjugate? The convex conjugate is defined as $$ f^{*}(x) = \sup_y\{\langle x, y\rangle - f(y)\}. $$
12
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invex functions and their usefulness?

An invex function $f$ is a differentiable function from $\Bbb R^n$ to $\Bbb R$ that for some function $\eta : \Bbb R^n \times \Bbb R^n \to \Bbb R^n$ satisfies for all $x, u$, $f(x) - f(u) \geq \eta(x, ...
12
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1answer
511 views

Union of convex sets

I have the following problem: Let $K$ and $K'$ be two convex compact sets in $\mathbb{R}^n$, with $n \geq 2$. Assume that $K$ and $K'$ both have a smooth ($\mathcal{C}^2$) boundary. Assume ...
11
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848 views

If the Minkowski sum of two convex closed sets is a Euclidean ball, then can the two sets be anything other than Euclidean balls?

If for two convex closed sets $S_1$ and $S_2$, the Minkowski sum is a Euclidean ball then can $S_1$ and $S_2$ be anything other than Euclidean balls themselves. I suspect they can be but I haven't ...
11
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How to show that $\mathbb R^n$ with the $1$-norm is not isometric to $\mathbb R^n$ with the infinity norm for $n>2$?

Could you please give me a hint to prove that $\mathbb{R}^n$ with the 1-norm $\lvert x\rvert_1=\lvert x_1\rvert+\cdots+\lvert x_n\rvert$ is not isometric to $\mathbb{R}^n$ with the infinity-norm ...
11
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Isoperimetric inequality, isodiametric inequality, hyperplane conjecture… what are the inequalities of this kind known or conjectured?

Question: Which inequalities similar to the famous isoperimetric inequality is known? conjectured? I recently learned about some inequalities which are all similar to the famous isoperimetric ...
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Proof of the inequality $(x+y)^n\leq 2^{n-1}(x^n+y^n)$

Can you help me to prove that $$(x+y)^n\leq 2^{n-1}(x^n+y^n)$$ for $n\ge1$ and $x,y\ge0$. I tried by induction, but I didn't get a result.
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How $x^4$ is strictly convex function?

I hear that $f(x)=x^4$ is a strictly convex function $\forall x \in \Re$. However, strict convexity condition is that the second derivative should be positive $\forall x \in \Re$. For the mentioned ...
11
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The measurability of convex sets

How to prove the measurability of convex sets in $R^n$ ? I have seen a proof, but too long and not very intuitive.If you have seen any, please post it here.
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Midpoint-Convex and Continuous Implies Convex

Given that $$f\left(\frac{x+y}{2}\right)\leqslant \frac{f(x)+f(y)}{2}~,$$ how can I show that $f$ is convex. Thanks. Edit: I'm sorry for all the confusion. $f$ is assumed to be continuous on an ...
11
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1answer
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Is the function characterized by $f(\alpha x+(1-\alpha) y) \le f^{\alpha}(\alpha x)f^{1-\alpha}(y)$ convex?

Is a non-negative function $f(x)$ convex ? If for $x \ge y$ it satisfies for any $\alpha \in [0,1]$. \begin{align} f(\alpha x+(1-\alpha) y) \le f^{\alpha}(\alpha x)f^{1-\alpha}(y) \ \text{ ...
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1answer
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Convexity and equality in Jensen's inequality

The problem: Recall that we saw that when $\mu$ is a probability measure on $X$ and $f$ is integrable with respect to $\mu$, then $$ \exp\left(\int_X f(x)d\mu(x)\right) \leq \int_X ...
11
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2answers
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Convexity of a complicated function

Let $\mathbb{S}$ be a 2-D convex set in the positive quadrant. Let us define \begin{align} y_L=\min_{(x,y)\in\mathbb{S} }y \\ y_R=\max_{(x,y)\in\mathbb{S} }y \end{align} For any positive number ...
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Elementary applications of Krein-Milman

Recall that the Krein-Milman theorem asserts that a compact convex set in a LCTVS is the closed convex hull of its extreme points. This has lots of applications to areas of mathematics that use ...
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Minkowski Inequality for $p \le 1$

I've been trying to prove the concavity of a particular function which I reduced to proving the reverse Minkowski Inequality for $p \le 1$, $p \ne 0$ for arguments in $\mathbb{R}^{n}_{+}$. That is, ...
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How to check convexity?

How can I know the function $$f(x,y)=\frac{y^2}{xy+1}$$ with $x>0$,$y>0$ is convex or not?
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Convexity and Affineness

In reading about convex optimization, the author states that all convex sets are affine. Are affinity and convexity equivalent? If I understand, both definitions incorporate the notion that a set is ...
10
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Stochastic gradient descent for convex optimization

What happens if a convex objective is optimized by stochastic gradient descent? Is a global solution achieved?
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Show that $\frac{x}{1-x}\cdot\frac{y}{1-y}\cdot\frac{z}{1-z} \ge 8$.

If $x,y,z$ are positive proper fractions satisfying $x+y+z=2$, prove that $$\dfrac{x}{1-x}\cdot\dfrac{y}{1-y}\cdot\dfrac{z}{1-z}\ge 8$$ Applying $GM \ge HM$, I get ...
10
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Surface area of a convex set less than that of its enclosing sphere?

Is the boundary measure ("surface area") of a convex set in $\mathbb{R}^n$ less than the boundary measure of it's enclosing hypersphere (smallest hypersphere that contains the set)? In 2D I've found ...
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Easy but hard question regarding concave functions!

I have a question about concave functions. Let $f:[0,T]\rightarrow R^+$ is a concave function. Let $S=\int_0 ^ T f(x)dx$ and $R=\frac S T$. Show that there is an interval $[a,b]$, where $0\leq a \leq ...
10
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1answer
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A real differentiable function is convex if and only if its derivative is monotonically increasing

I'm working on a problem in baby Rudin, Chapter 5 Exercise 14 reads: Let $f$ be a differentiable real function defined in $(a,b)$. Prove that $f$ is convex if and only if $f'$ is ...
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Existence and uniqueness of a function generalizing a finite sum of powers of logarithms

I hope to find a proof of the following conjecture: $(1)$ For every $a>0$ there is a convex analytic function $f_a:\mathbb R^+\to\mathbb R$ such that: $f(1)=0$ and $\forall x>1,\ ...
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What is the expected convex depth of a set of $m$ randomly chosen points in the unit square?

Definition. Let $X$ be a set of points in $\mathbb{R}^2$. Then the vertex sequence of $X$ is defined by $X_{0}=X$, and $X_{i+1}=\left\{x\in \operatorname{Conv}(X_{i}): x \notin ...