0
votes
0answers
18 views

Constraint approximation in non-linear optimization

In given non-linear optimization problem \begin{equation*} \begin{aligned} & \underset{x \in\mathbb R^n}{\text{maximize}} & & f(x) = \alpha^2 \\ & \text{subject to} & c(p(x)) \le ...
0
votes
1answer
29 views

Noncontinuous subadditive function

Is there any non-continuous additive function $f(x+y)= f(x)+f(y)$ from $\mathbb R$ to $\mathbb R$?
3
votes
3answers
60 views

Minimization of $log_{a}(bc)+log_{b}(ac)+log_{c}(ab)$?

I am trying to find the minimal value of the expression: $log_{a}(bc)+log_{b}(ac)+log_{c}(ab)$ I think experience gives that the variables should be equal, if so then the minimal value is 6, but ...
1
vote
0answers
145 views

Dimension analysis and explaining the $\varepsilon$

Reference of this post (page no 6 from equation 39) The time averaged total energy, $\bar E$, has the following $\varepsilon$ expansion in $D$ dimension: \begin{equation} ...
1
vote
1answer
96 views

Gateaux derivative

I have the following definition of Gateaux differentiability $f$ is Gateaux differentiable at $x_0$ if there is a continuous and linear operator $T$ so that $$ \lim_{t \rightarrow ...
2
votes
1answer
545 views

Prove every local minimum is a global minimum

Let $Q\in\mathbb{R^{dxd}}$ and $A\in\mathbb{R^{d'xd}}$ be two matrixes and $b\in\mathbb{R^d}$, $c\in\mathbb{R^{d'}}$. Suppose $d'\lt d $. For $x\in\mathbb{R^d}$. Minimize $$f(x)= ...
5
votes
1answer
1k views

The composition of two convex functions is convex

Let $f$ be a convex function on a convex domain $\Omega$ and $g$ a convex non-decreasing function on $\mathbb{R}$. prove that the composition of $g(f)$ is convex on $\Omega$. Under what conditions is ...
2
votes
1answer
947 views

Prove the supremum of the set of affine functions is convex

Let $\langle f_i \rangle _{i \in I}$ be a family of affine functions on a convex and compact set $\Omega \subset \mathbb{R^d}$ such that $f_i = a_i.x +b_i$ for $x \in \Omega$. Prove that f, defined by ...
0
votes
1answer
40 views

Discontinuous optimizer but continuous optimal

Consider a locally-bounded, continuous, positive-semidefinite function $f: X \times Y \rightarrow \mathbb{R}_{\geq 0}$, where $X \subset \mathbb{R}^n$ is compact, $Y \subseteq \mathbb{R}^m$. For each ...