Questions tagged [convex-analysis]
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506
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Do separable cubic constraint and separable quartic constraint SOCP presentable?
I am an engineer who is doing some network modeling and optimization. During my work, I was running into a case that is quite strange. The problem that I am trying to solve seems to be convex and it ...
- 411
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1
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78
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Optimality condition for strongly convex function under sparsity constraint
Let $f: \mathbb{R}^p \to \mathbb{R}$ be a $2s$-sparse strongly smooth, $2s$-sparse strongly convex and twice differentiable function. In other words, there exists positive constants $\alpha, L >0$ ...
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3
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0
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133
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Interchange limit and supremum of functionals over a bounded convex set
Let $(H, \langle\cdot,\cdot\rangle)$ be a separable real Hilbert space and $B\subset H$ be (nonempty) convex and bounded, and suppose that $(\alpha_k)\subset H$ is a sequence for which the limit $\...
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1
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A function with unexpectedly simple Legendre transformation
Let $I(x) = \frac{1}{2\pi} \int_{-2}^2 \sqrt{4-y^2}\ln|x-y|dy$. Then $I(x)$ is a concave function and
\begin{equation}
I(x)=
\begin{cases}
\frac{1}{4}x^2-\frac{1}{2}, &\text{if } |x|\leq2 \\
\...
CommunityBot
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2
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Integral means vs infinite convex combinations
Let $(X,\mathcal A, \mu)$ be a probability space, $\mathbb E$ a Banach space, and $f:X\to\mathbb E$ a Bochner integrable function.
Does there exist a sequence $(x_k)_{k\ge 1} $ in $X$, and a ...
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How to prove the convexity of a simple function involving a ratio of two polygamma functions?
Let
\begin{equation*}
\Gamma(z)=\int_0^{\infty}t^{z-1}\textrm{e}^{-t}\textrm{d}t, \quad \Re(z)>0
\end{equation*}
and
$$
\psi(z)=[\ln\Gamma(z)]'=\frac{\Gamma'(z)}{\Gamma(z)}.
$$
In the literature, ...
CommunityBot
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4
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1
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385
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Linear convergence rate of proximal point algorithm
For $T : R^n \to P({R^n})$ maximally monotone, the proximal point algorithm (step size $c>0$)
$$
x^{k+1} = (I + c T)^{-1} x^k,
$$
converges linearly with rate $\kappa = \frac{1}{1 + c \sigma}$ if $...
CommunityBot
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Verifying the Cauchy behavior of a sequence
Let me consider the iteration $x_{n+1}=Tx_n$ and $T$ is a self-map from a non-empty subset $K$ of a smooth Banach space $X$ to itself, satisfying $W(Tx, Ty) \leq W(x, y)$, where $W(x, y)=\Vert x \Vert^...
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A continuous version of Carathéodory's convex hull theorem
A well-known theorem of Caratheodory states that any point in the convex hull of a set $X\subset R^n$ lies in the convex hull of at most $n+1$ points of $X$. I am wondering about a version of this ...
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Does smoothing a non-log-concave distribution make it more log-concave?
Suppose that $p$ is a density on $\mathbb{R}^d$ that is $C^2$ and nonzero everywhere, and such that the Hessian of its negative logarithm is lower bounded:
$$-\nabla^2 \ln p\succeq L$$
for some matrix ...
CommunityBot
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1
answer
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Is it true that the set $\{x\colon \partial\phi(x)\subset B_r(0)\}$ is convex when $\phi$ is convex?
Let $\phi\colon \mathbb{R}^n\to \mathbb{R}$ be convex. Is it true that the sets
$$
A_r = \{x\in \mathbb{R}^n\;\colon\; \partial \phi(x) \subset B_r(0)\},\quad r>0,
$$
are convex?
For $n=1$ this ...
- 117k
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Projection of an element of the $n$-simplex onto subset
Let $\mathbb{S}^{n}$ denote the $n$-dimensional probability simplex and let $\{e_1,...,e_{n+1}\}$ be the canonical basis of $\mathbb{R}^{n+1}$. Consider the subset $\mathbb{S}^{n}(K) \subset \mathbb{S}...
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Implicit function theorem for subdifferentiable convex functions
I am trying to find a method to apply the implicit function theorem for subdifferential convex functions. The original theorem provides an equation for the partial derivative of the implicit function ...
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Property of $p$-norm in the $n$-simplex
Let $\mathbb{S}^{n}$ be the canonical simplex of $\mathbb{R}^{n}$ and let $u = (1/n,\dotsc,1/n)$. Is it true that
$$\lVert x - u \rVert_p \leq \lVert y - u \rVert_p$$
implies that
$$\lVert x\rVert_p \...
- 117k
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vote
1
answer
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Derivative of Moreau envelope in Hilbert space with respect to regularization parameter $\lambda$ using Hopf-Lax formula?
Let $\mathcal H$ be a Hilbert space, $f \colon \mathcal H \to (- \infty, \infty]$ a proper, convex, lower semi-continuous function and $\lambda > 0$.
The $\lambda$-Moreau envelope of $f$ is
$$
f_{\...
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Extending a convex function to a higher dimensional domain
Let $D\subset{\mathbb R}^2$ be the unit disk, and $I=(-1,1)$.
Let $v\in C^2(\bar I)$ be a convex function.
Does there exist a convex function $u\in C^2(\bar D)$, such that on the one hand $u(\cdot,0)=...
- 117k
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Instances of c-concavity outside of optimal transport?
Let $X$ and $Y$ be metric spaces, and let $c:X\times Y\rightarrow \mathbb{R}$ be a nonnegative function which we refer to as a cost. For any $\phi:X\rightarrow \mathbb{R}$ and $\psi:Y\rightarrow \...
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Is a bounded measurable convex function above its interior lower semi-continuous convex envelope?
Let $E$ be a locally convex topological vector space, let $C$ be a convex set which matches the closure of its relative interior $\mathring C=\{ x\in C : \forall y\in C,\exists z\in C,~x\in\mathopen]y,...
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For a convex body $K\subset R^n$, does the quantity $\min_{t>0} E[t^{-1} \|tg - \pi_K( t g)\|_2]$ have a name? Where has it been studied?
Consider a convex compact set $K\subset R^n$ (with non-empty interior if that helps).
Let $\Pi_K:R^n\to K$ be the projection onto $K$, defined as
$$
\Pi_K(x) = \operatorname{argmin}_{k\in K} \|k-x\|
$$...
- 11.4k
-1
votes
1
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Regions when a concave function is smaller than another concave function
Let $f_1,f_2:[0,1]\mapsto\mathbb{R}$ be two bounded and concave functions. Assume $f_1(0)<f_2(0)$ and $f_1(1)<f_2(1)$. I want to investigate the set $\mathcal{X}\triangleq\{x\in[0,1]: f_1(x)>...
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Is a bounded convex function $g$ that is non-negative on this particular convex set also non-negative on the its closure?
Setup :
Let $S$ be the simplex on $\mathbb N$, i.e. the set of probability distribution on the natural numbers. Suppose we have $p\in S$ such that, for all $n\geq 1$, $p_n > 0$. For any $\emptyset\...
- 204
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Properties of the relatively bounded probability distributions on the simplex over the natural numbers
Setup :
Let $S$ be the simplex over $\mathbb N$, i.e. the set of probability distribution over $\mathbb N$. Let $p\in S$ be such that $0 < p_n$ for all $n\in \mathbb N$. Let $H$ be the Hilbert ...
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Fundamental regions in convex programming
In linear programming, the fundamental regions are polyhedra, since those are the intersection of half-spaces defined by linear inequalities. In semidefinite programming, the fundamental regions are ...
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Primal optimal attained implies dual optimal attained
Given some optimization problem
$$\min_{x \in S \subset \mathbb{R}^n} f_0(x) \quad \text{s.t.} \quad f_i(x) \leq 0, \quad 1\leq i\leq m$$
we can find the dual problem
$$\max_{\lambda\in\mathbb{R}^m} g(...
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1
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Does an uncountable convex combination of elements of a set lie in the convex hull of the set in finite dimension?
Suppose that $\mathcal{F}$ is a finite-dimensional vector space and that $C\subseteq\mathcal{F}$ is a convex subset of $\mathcal{F}$.
Is it true that an uncountable convex-combination of elements of $...
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Convex combination of cyclically monotone sets
I want to show the following statement, but I am not sure how.
Proposition(?):
Let $C \in \mathbb{R}^d$ be a compact convex set, and let $u, v : C \to \mathbb{R}$ be smooth convex functions.
Suppose
$$...
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Example of a concave function with $\lim_{x\to 0^+}\frac{g(x)}{-x\ln x}=\infty$ which fullfills some additional condition
I'm looking for the example of a concave function $g \colon [0,1] \mapsto \mathbb{R}$, with $g(0)=0$, for which
$\lim\limits_{x\to 0^+}\frac{g(x)}{-x\ln x}=\infty$, and
$\lim\limits_{x\to 0^+}\frac{\...
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1
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Concave functions of different behaviour in the neighbourhood of $0$ from the Shannon function
I'm looking for an example of a concave function $g \colon [0,1] \to \mathbb{R}$, $g(0)=0$ such that:
$$\liminf_{x\to 0^+}\frac{g(x)}{-x\ln x}\neq \limsup_{x\to 0^+}\frac{g(x)}{-x\ln x}.$$
Moreover, ...
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Convex hull of 3 points in Cartan-Hadamard manifolds
Can the convex hull of $3$ points in a Cartan-Hadamard manifold be smooth?
A Cartan-Hadamard manifold $M$ is a complete simply connected manifold with nonpositive curvature (so it includes the ...
- 7,047
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votes
2
answers
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views
On faces of polytopes
$\newcommand\ext{\operatorname{ext}}\newcommand\R{\mathbb R}$Let $A$ be a convex polytope in $\R^n$ with nonempty interior.
Consider the closed convex cone
$$K_A:=\{(l,t)\in(\R^n)'\times\R\colon\, l(x)...
- 117k
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votes
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Is there a Borel measurable $f:\mathbb{R}^d \to \mathbb{R}^d$ such that $f(x) \in \partial \varphi (x)$ for all $x$?
Let $\varphi: \mathbb{R}^d \to \mathbb{R}$ be a convex function. The subdifferential of $f$ at $x$ is defined as
$$
\partial \varphi (x) := \{z \in \mathbb{R}^d : \varphi(y) \geq \varphi(x) + \langle ...
- 27.3k
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1
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On the additive property of the subdifferential of lower semicontinuous functions
Let $f:\mathbb R\to\mathbb R$ be a lower semicontinuous function, we define the Fréchet subdifferential of $f$ at $x\in\mathbb R$ by
$$\partial^F f(x):=\left\{L\in\mathbb R: \liminf_{v\to0}\frac{f(x+v)...
- 117k
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Lipschitz smooth convex extension
Assume that convex $f: S \to \mathbb{R}$ with $L$-Lipschitz continuous gradient on some convex compact $S \subset \mathbb{R}^d$ is given. It would be very helpful if there existed function $F$ such ...
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Is this notion of being "fully" convex closed under set addition?
While reading through "Linear Operators: General theory" by "Jacob T. Schwartz", reading the corollary to II.10.1 which states that for a compact convex subset $C$ of some ...
- 1,474
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If $|P|<\infty$ and $C=P\cap\partial(\textrm{Conv}(P))$, then $P\subset\textrm{Conv}(C)$?
That is, if $P$ is a finite set, and $C$ is the set of points in $P$ which lie on the boundary of the convex hull of $P$, then is $P$ contained in the convex hull of $C$?
It seems true intuitively. In ...
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Is a compact set of extreme points contained in a compact face?
I have run into the following question in convex analysis, which I haven't found answered in the literature:
Suppose that $K$ is a "nice-enough" non-compact convex subset of a Hausdorff ...
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1
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Boundary points in $\overline{\operatorname{conv}\{z_i\}_{i\in I}}$
Let $X$ be an infinitely-dimensional Banach space and $\{z_i\}_{i\in I}$ be a set of linearly independent points in $X_{\leq 1}$, the closed unit ball of $X$. $I$ the index set is not necessarily ...
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The study of directional derivatives for functions that are minimums of convex functions
Has research been conducted on the topic of directional derivatives of functions that are minimums of convex functions? It would be greatly appreciated if you could provide the appropriate reference.
...
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For most directions does the supporting hyperplane meeting a bounded convex set meet it in one point?
Let $C\subseteq \mathbb R^n$ be non-empty, convex and compact. For $v\in S^{n-1}$, let $H_v$ be the supporting hyperplane in the direction of $v$ (i.e., $H_v$ is the boundary of the smallest closed ...
- 27.3k
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Simultaneous extensions of strongly convex functions
21/03/2017: I have decided to accept Denis Serre's answer, even though it does not exactly answer my question, however I like its simplicity and I'd say it is close enough to the desired claim. Of ...
- 27.3k
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Looking for a homogeneous function with some properties
I'm looking for a 1-homogeneous function $\pi \colon \mathbb{R}^n_{\geq 0} \to \mathbb{R}$ satisfying the following properties:
1) $\pi$ is not concave. This is equivalent to the fact that there ...
CommunityBot
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Zero flux along lines
I am considering the $L^1$ ball in $\mathbb{R}^d$, and a conservative vector field $V$ on it, which arises as the gradient of a bounded, almost-everywhere Lipchitz-function. Denoting by $e_i$ as the i’...
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Monotone likelihood ratio of convolved power function kernel, $p\ge 3$
It was shown in a previous answer that for: $f(x)=|x|^p$, $\;x\in \mathbb{R}$, $\;p>2$, defining the density:
$$p(\phi;\theta) = \Big(f\big(\hspace{-1pt}\cos(\phi-\theta)\big) - f\big(
\hspace{-1pt}...
- 141
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votes
1
answer
140
views
Distance between convex hulls in a bounded closed convex set
Let $X$ be an infinite-dimensional Banach space and $C\subseteq X$ be a bounded closed convex subset. Let $\{z_i\}_{i\in\mathbb{N}}$ be a sequence of linearly independent points in $C$ and for each $n\...
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votes
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A converse question about the polyhedrality under linear mapping
It is quite well known that for any polyhedral set $K$ and any linear mapping $A$, the set $AK$ is polyhedral and hence closed. I am more curious about the converse problem, namely:
Suppose $K$ is a ...
- 1,474
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vote
1
answer
111
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Monotone likelihood ratio of densities based on power function
Given $p,\phi,\theta \in \mathbb{R}$ such that $p>2$ and $0 \le \phi,\theta\le \pi/2$ define the density function:
$$f(\phi;\theta) =
\mbox{$\Large\frac{1}{p B\big(\hspace{-1pt}\frac{3}{2},\frac{p+...
- 141
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vote
0
answers
262
views
Monotone likelihood ratio of a kernel based on $\log(\cosh(x))$
Let $f(x) = \log(\cosh(x))$, and define the kernel density:
$$p_r(\phi;\theta) = \Big(f\big(r\cos(\phi-\theta)\big) - f\big(r\cos(\phi+\theta)\big) \Big)\hspace{0.5pt} \frac{\sin(2\phi)}{\sin(2\theta)}...
- 141
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1
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145
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Log-concavity of the difference of the second anti-derivative of Gaussians
I would like to prove the following but I couldn't manage to do it. Let $a>b>0$ be two real numbers. Let $f$ be the function defined as:
$$\forall \sigma>0, ~\forall x\in\mathbb{R},~f_\sigma(...
- 117k
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vote
0
answers
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Extension of averaged nonexpansiveness for mappings that are not self maps
Let $\mathcal{H}$ be a Hilbert space and let $\alpha \in (0,1)$. We say that an operator $f:\mathcal{H} \rightarrow \mathcal{H}$ is
Nonexpansive if $\|f(x)-f(y)\|_{\mathcal{H}} \le \|x - y\|_{\...
- 11
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Convex conjugate of the sum of smallest elements
I recently came across this problem to find the conjugate function of the sum of $r$ smallest elements in a vector
$$f(x) = \sum_{i=n-r+1}^{n}x_{[i]} \text{ for } x \in \mathbb{R}^n$$
where $x_{[i]}$ ...
- 60.2k