The convex-analysis tag has no usage guidance.

**4**

votes

**1**answer

384 views

### Is there a non-compact Poulsen simplex?

A Choquet simplex is a closed, convex and metrizable subset of a locally convex Hausdorff topological vector space in which every point is a barycenter of a unique probability measure supported on the ...

**7**

votes

**0**answers

259 views

### Strong convexity of the trace of the square root of a matrix function

Any clues about how to prove that the following function is strongly-concave in $x$? (We conjecture it is $2$-strongly concave but cannot prove it. We have already proved strict concavity through ...

**3**

votes

**1**answer

207 views

### $\mathcal{H}$-polyhedron under a linear map

Let $P = \{ x \in \mathbb{R}^n \mid Ax \leq b \}$ be a (bounded) polyhedron for $A \in \mathbb{R}^{m \times n}$ and $b \in \mathbb{R}^m$, $n,m > 0$.
Moreover, let $M \colon \mathbb{R}^n \to ...

**6**

votes

**2**answers

179 views

### When does a cone contain its dual cone?

Let $V$ be a finite-dimensional vector space with an inner-product $(,)$ and let $C\subset V$ be a cone in $V$. Let $C^\vee$ denote the dual of $C$ with respect to $(,)$, i.e., the set of vector $v\in ...

**1**

vote

**0**answers

96 views

### Convex Optimization related problem

Suppose two non-negative convex functions $f$ and $g$ be given.
We want to solve the following optimization
$$\max_{g\leq\epsilon}f.$$
Now suppose that both $f$ and $g$ can be upper-bounded by a ...

**2**

votes

**0**answers

338 views

### On increasing the penalty term in convex optimization with regularization

Given the two strictly convex (unique solution) optimization problems as:
$$Problem\:1:\min_{X} f(X)+\|X\|_{F}^2 \hspace{2cm}Problem \:2:\min_{X}f(X)+n\|X\|_2^2$$
where $X\in\mathbf{S}_{++}^{n}$ ...

**3**

votes

**0**answers

244 views

### Decreasing sequence of closed convex sets in a Banach space

Let $(C_n)$ be a decreasing sequence of closed convex subsets in a Banach space $(E,\Vert \cdot \Vert)$. The question I have is about the content of $C=\bigcap_{n=0}^\infty C_n$.
If the $C_n$ are ...

**3**

votes

**2**answers

86 views

### Is the prox-residual monotone?

$\newcommand{\scp}[2]{\langle #1,#2\rangle}\newcommand{\id}{\mathrm{Id}}$
Let $f$ and $g$ be two proper, convex and lower semi-continuous functions (on a Hilbert space $X$ or $X=\mathbb{R}^n$) and let ...

**2**

votes

**0**answers

135 views

### Lower convex envelope of a function involving entropy

Suppose two discrete random variables $X$ and $Y$ defined on finite sets $\mathcal{X}$ and $\mathcal{Y}$ are given and also suppose the conditional distribution $P_{Y|X}$ (i.e, channel) is fixed. We ...

**3**

votes

**0**answers

54 views

### Minimax-like theorems involving union and intersection of regions in $\mathbb R^d$

From Minimax theorems, we roughly know that if $f(x,y)$ is convex on $X$ and concave $Y$ for both compact $X,Y$, then:
$$
\max_{x\in X}\min_{y\in Y} f(x,y)=\min_{y\in Y}\max_{x\in X} f(x,y).
$$
We can ...

**1**

vote

**1**answer

84 views

### Lower semicontinuity of a Bochner integral of a convex function

I'm looking for the following result:
Let $\Omega \subset \mathbb{R}^n$ be a bounded domain. The map
$$u \mapsto \int_0^T \int_{\Omega} f(u(t))$$
is lower semicontinuous for $u \in ...

**2**

votes

**0**answers

169 views

### Showing $\langle \frac{\partial b(v)}{\partial t}, v \rangle_{H^{-1}(\Omega), H^1(\Omega)} = \frac{d}{dt}\int_{\Omega}\Psi^*(b(v))$

Let $b$ be continuous and increasing with $b(0) = 0$. Define $\Psi(t) = \int_0^t b(s)\;ds$ and $\Psi^*(s) = \sup_{r \in \mathbb{R}} (sr-\Psi(r))$.
(Note $\Psi^*(b(s)) + \Psi(s) = sb(s)$).
Let $v ...

**1**

vote

**1**answer

182 views

### Ergodic decomposition and integral representation of functions that depends on a measure

Let $X$ be a compact metric space, $T:X \to X$ continuous, $M_T(X)$ the set of borel measure that are $T$-invariant and $E_T(X)\subseteq M_T(X)$ the set of ergodic measures.
The ergodic decomposition ...

**1**

vote

**0**answers

122 views

### convergence of supergradient

Let $\{g_n\}$ be a sequence of concave functions defined on $\mathbb{R}$ and set
$$\lambda_n(x)=\lim_{\Delta x\to 0+}\frac{g_n(x+\Delta x)-g_n(x)}{\Delta x}$$
Assume there exists a concave function ...

**0**

votes

**0**answers

87 views

### convergence of concave envelope

Let $\{f_n\}$ be a sequence of uniformly upper bounded functions defined on $\mathbb{R}$ s.t. for every $x\in\mathbb{R}$
$$f_n(x)\to f(x),~ n\to\infty$$
Define $g_n$ and $g$ as the concave envelope ...

**2**

votes

**0**answers

177 views

### Convex functions with non-singular hessian measure are continuously differentiable?

It is known that every convex function $f: \Omega\to \mathbb{R}$, $\Omega$ convex subset of $\mathbb{R}^n$, has a weak derivative of bounded variation $Df\in BV_{loc}(\mathbb{R}^n)$ (e.g. Evans and ...

**0**

votes

**1**answer

108 views

### Extending affine maps defined on weakly closed sets to the whole topological space

Given $C$ a weakly closed convex subset of a (real) Banach space $B$, with $0\in C$ and $\varphi:C\longrightarrow \mathbb{R}$ weakly continuous, with $\varphi(0)=0$, can we extend $\varphi$ to a ...

**-2**

votes

**1**answer

117 views

### Is dual cone unique? [closed]

Suppose we have the following relationship, note that $A,B,C$ are closed convex matrix cones,
$A^\ast=C,$
$B^\ast=C,$
can we state that $A=B$? Is the dual cone of a cone is unique?
the definition ...

**3**

votes

**2**answers

154 views

### Perimeter of a 'trapped' convex set

Consider the following setup: three bounded, 'nice' convex sets $A \subseteq B \subsetneq C \subset \mathbb{R}^2$, and three points $x,y,z\in \partial A\cap \partial B\cap \partial C$ (see edit ...

**2**

votes

**5**answers

314 views

### Distance between two sets

Let $A, B$ be two convex and closed subsets of $\mathbb{R}^n$. We would like to the minimum distance between these two sets. i.e., we want to find a solution for the following problem.
$$ \min ...

**2**

votes

**1**answer

178 views

### Known Results on Convexity of Numerical Range

Let $A_1,A_2,\dots,A_M$ be given $N\times N$ hermitian matrices. The numerical range is defined as the set
\begin{align}
\mathbb{S}=\{(u^HA_1u,\dots,u^HA_Mu)\in \mathbb{R}^M\mid u^Hu=1\}
\end{align}
...

**3**

votes

**1**answer

159 views

### Characterization of a set in $\mathbb{R}^d$

Let $X= (X_1,\dots, X_d)$ be a fixed vector of random variables on the space $(\Omega, \mathcal{F}, \mathbb{P})$. Consider the following set.
\begin{equation}\label{main12}
C= \{x\in \mathbb{R}^d ~|~ ...

**0**

votes

**1**answer

150 views

### On the upper bound of Hermitian matrices

Suppose we are given a Hermitian matrix $A$, how to describe the following set of Hermitian
$S=\{X:X\geq \pm A\}$, where $Y\geq B$ is $Y-B$ is semidefinite matrix.
This is of course a convex set, and ...

**0**

votes

**1**answer

109 views

### Exponential Convexity Results [closed]

$\textbf{Definition:}$ 1. A function $h : (a,b)\rightarrow\mathbb{R}$ is exponentially convex if it is continuous
and
$$\sum _{i, j=1}^n\xi_i\xi_jh(x_i+x_j)\geq 0,$$
for all $n\in\mathbb{N}$ and all ...

**3**

votes

**3**answers

292 views

### infinite dimensional polyhedra

I have a reference request which I hope some reader here can help me with.
I have encountered a set that has all the properties that one would expect from a polyhedral set (in the sense of finite ...

**1**

vote

**1**answer

146 views

### Exponential Convexity

$\textbf{Definition:}$ 1. A function $h : (a,b)\rightarrow\mathbb{R}$ is exponentially convex if it is continuous
and
$$\sum _{i, j=1}^n\xi_i\xi_jh(x_i+x_j)\geq 0,$$
for all $n\in\mathbb{N}$ and all ...

**0**

votes

**1**answer

346 views

### Generating independent random variable from two correlated random variables

Suppose two random variables $X$ and $V$ are given. I am wondering what kind of condition we need to impose on joint distribution of $V$ and $X$ to make sure that there exists a random variable $Z$ ...

**12**

votes

**0**answers

208 views

### How large are the smallest-area projections of a high-dimensional convex body?

Let $B$ be a convex body in $\mathbb{R}^d$, equipped with its standard Euclidean form, and assume that
$$\intop_B x \, dx = 0$$
$$\frac{1}{|B|_d} \intop_B x_i x_j \, dx = \delta_{ij},$$
a ...

**3**

votes

**2**answers

427 views

### The epigraph of a semi-convex function has positive reach

I've been trying to prove the following theorem for several hours with no result so far.
Claim. Let $f:\mathbb{R} \to \mathbb{R}$ be a semi-convex function, i.e. there exists a constant $C > 0$ ...

**2**

votes

**1**answer

205 views

### positive semigroups and convex operator

Let $\{Z(t)\}_{t\geq 0}$ be a strongly continuous positive semigroup on a Banach lattice V. (endowed with ordering $\leq$). $\phi:V\rightarrow V$ is a convex operator. I want to prove that ...

**1**

vote

**0**answers

87 views

### Directional derivates and unique subgradients

I have a question about the fine structure of convex functions. Convex functions behave very regular in the interior of their domain of definition (e.g. they are locally Lipschitz continuous there) ...

**2**

votes

**2**answers

117 views

### Projection onto rotated box

Does anyone know if there is an efficient way to find the projection of an arbitrary point $z$ onto a rotated box, i.e. onto the set $\Omega=\{x \mid a \leq Ux \leq b\}$ where $U$ is a unitary matrix?
...

**4**

votes

**1**answer

219 views

### monotone parabolic systems, convex variational structure and Legendre transform

The context:
for my research I am currently looking at parabolic systems of the type
$$
\left\{
\begin{array}{ll}
\partial_t b(u)-\Delta u=0 \qquad & (t,x)\in \mathbb{R}^+\times\Omega\\
u=0 & ...

**1**

vote

**0**answers

251 views

### Lipschitz continuity of solution set mapping of a parametric convex optimization problem

I have a parametric convex optimization problem:
\begin{array}{cl}
\underset{x}{\text{minimize}} & f\left(x,z\right)\\
\text{subject to} & g\left(x\right)\leq0
\end{array}
where $x$ is the ...

**0**

votes

**1**answer

150 views

### Relative interior and dense subsets

(This is a cross-post from here.) Let $A,B\subseteq \mathbb R^d$ be non-empty, such that $B\subseteq \overline A.$ For $S\subseteq\mathbb R^d$ define the relative interior of $S$ by ...

**1**

vote

**1**answer

134 views

### Does John's Ellipsoid preserve subset ordering? [duplicate]

Let $K \subset \mathbb{R}^d$ be a convex body, symmetric about the origin and with nonempty interior. Then John's theorem asserts that there exists a unique ellipsoid $E$ of minimal volume such that ...

**-1**

votes

**1**answer

55 views

### Determining the sign of each element of the optimal of a strict convex function

The problem is:
Let $\vec{x}\in\mathbb{R}^d$ be the variable and $f(\vec{x})$ be a scalar function that is globally strictly convex in $\mathbb{R}^d$. We assume the unique optimum of $f$ to be ...

**2**

votes

**1**answer

294 views

### How to examine the convexity of a complex function numerically?

I have a function which does not have a closed form . Large numerical effort should be done to evaluate the function for even a single point. How can I examine the convexity of my function over the ...

**4**

votes

**0**answers

413 views

### An intuition for three different types of subgradients (proximal, regular, limiting)

I'm having a bit of difficulty getting my head around the different types of subgradients we're currently covering in a nonsmooth optimisation class I'm taking.
These subgradients are (assume $x \in$ ...

**0**

votes

**0**answers

119 views

### Min of a real-valued Fourier transform

Let $P$ be a compact, convex, symmetric, $d$-dimensional body in $\mathbb R^d$, and let $\mu$ be a (necessarily) symmetric probability measure on $P$, so that
$\mu_P(x) = \mu_P(-x)$, for all $x \in ...

**1**

vote

**0**answers

112 views

### Linearization of cones

Suppose that $K$ is a closed convex cone in $R^{n}$. Is there a "nice" function $f:R^{n} \rightarrow R^{m}$ so that $f(K)$ is a subspace? What about an approximate subspace?

**2**

votes

**0**answers

90 views

### How to prove convexity for a complex integral including the variable in both limits and integrand?

During my research [on inventory management policies, i.e., something really applied ;-) ] I stumbled on integrals of the following type and I'm curious under which circumstances there are convex.
...

**1**

vote

**2**answers

685 views

### Hessian of function of covariance matrices

Suppose we have a typical logdet function $\mathcal{L}$ with respect to a covariance matrix $\mathbf{A}$,
$$
\mathcal{L}(\mathbf{A}) = \log\vert \mathbf{I} + \mathbf{A}\mathbf{S} \vert - ...

**-1**

votes

**1**answer

141 views

### Regularized Gradient with respect to a matrix (with a specific structure)

Suppose we have a typical logdet function $\mathcal{L}$
$$
\mathcal{L} = \log\vert \mathbf{I} + \mathbf{A}\mathbf{S} \vert - \mathbf{q}^T(\mathbf{A}^{-1} + \mathbf{S})^{-1} \mathbf{q},
$$
where ...

**0**

votes

**0**answers

58 views

### convexity of two linear spaces connected by convex nonlinear equality constraints

If there are two sets of linear constraints in different variables, Ax <= b with x_l <= x <= x_u and Cy <= d with y_l <= y <= y_u, and a set of equality constraints of a specific ...

**2**

votes

**1**answer

902 views

### Integral inequality for convex function

Let $u(x)$ be a smooth function from $\mathbb{R}$ to $\mathbb{R}$. Suppose that for some real numbers $a,b$ with $a < b$ the following equality is true:
\begin{equation}
\frac{1}{b-a} \int_a^b ...

**1**

vote

**1**answer

252 views

### When does the finite union of convex sets have a hole in it?

Let $f_1, \dots, f_j$ be convex functions from $\mathbb{R}^n \to \mathbb{R}$. I am trying to develop a test that decides whether or not the set $\{x | f_1(x) \le k_1\} \cup \dots \cup \{x | f_n(x) ...

**1**

vote

**1**answer

497 views

### How does the complex convex set look like?

The usual convex set is the real linear convex set, if we change the real linear map into complex linear map, we can get the complex convex set. A system way to do this is in the several complex ...

**1**

vote

**2**answers

138 views

### Feasibility of a given set of homogenuous nonconvex quadratic inequality constraints

Let $C_1$,$C_2$,...$C_N$ be $M \times M$ indefinite hermitian matrices. What can we say about the following quadratic constriants
\begin{align}
w^{H}C_1w>0 \\\
w^{H}C_2w>0 \\\
...~~~~~~~~~~ \\\
...

**2**

votes

**0**answers

117 views

### Concavity of a ratio of Kullback-Leibler divergences

For $0\leq r\leq 1$ and $0 < p < 1$, define the Kullback-Leibler divergence between the Bernoulli(r) and Bernoulli(p) distributions as: $D(r||p) := r\log\frac{r}{p} + ...