0
votes
1answer
41 views

How to show $f(x,y) \leq \theta f(x,y) + (1-\theta)f(x,y)$ for $\theta \in [0,1]$?

Let $\theta \in [0, 1]$. Let $f(x,y)$ be a function. Is there a way I could prove that $f(x,y) \leq \theta f(x,y) + (1-\theta)f(x,y)$? I have tried to start with $f(x,y) = 2f(x,y) - f(x,y)$ or ...
1
vote
2answers
52 views

Composition of non-monotonic convex function

Given the following composition of functions: $h:\Bbb R^k\rightarrow\Bbb R$ $g:\Bbb R^n\rightarrow\Bbb R$ $f(x)=h(g_1(x),g_2(x),...,g_k(x))$ There are known rules which guarantee ...
1
vote
3answers
45 views

How to find a counter example for non convexity?

Consider a simple function $f(x) = \frac{x}{y}, x,y \in (0,1]$, the Hessian is not positive semi definite and hence it is a non convex function. However, when we plot the function using Matlab/Maxima, ...
0
votes
1answer
28 views

Transform unconstrained optimization problems into constrained ones?

I want to formally show that the following minimization problem $$ \min_\theta||\max(0,f_1(\theta)),...,\max(0,f_n(\theta))||^2 $$ is equivalent to $$ \min_{\beta, \{w_i \}^{n}_{i=1}} ...
1
vote
1answer
24 views

Confusion related to the convexity of a bunch of functions

I have this confusion related to the convexity of some function.I was reading this paper - www.sigkdd.org/sites/default/files/issues/V14-01-02-Ye.pdf‎. I have this graph consisting of nodes denoted by ...
0
votes
3answers
118 views

Concave function divided by a convex function. What is the result?

Let us say that I have a function $f(x)$ that we know is a concave. And let us also say that we have another function $g(x)$ that is a convex. If I make a new function, $h(x) = \frac{f(x)}{g(x)}$, ...
1
vote
1answer
51 views

Does the following relation always hold?

Given two functions $$f_1(x)=g_1(x)+h(x)$$ and $$f_2(x)=g_2(x)+h(x)$$ I know that $f_1(x)$ and $f_2(x)$ are monotone increasing. If $g_2(x)<g_3(x)<g_1(x)$, then is it true that ...
1
vote
0answers
49 views

why is it important to have $\max_x \min_y f(x,y)=\min_y \max_x f(x,y)$?

I am currently trying to understand the minimax theorem of Von Neumann and the improved versions of this theorem. At any case we have the property $$\max_{x\in X} \min_{y\in Y}f(x,y)=\min_{y\in Y} ...
0
votes
1answer
1k views

Is the variance of a convex function a convex function

I am working on a optimization-related research problem and need to know if the variance of a convex function is convex. I know this can be a little vague so I'm including a (rather formal) ...