The convex-analysis tag has no usage guidance.

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57 views

### Extremal Lipschitz convex functions

Let $B_d$ the unit ball in $\mathbb{R}^d$, and let $F_d$ be the set of convex functions with Lipschitz constant at most 1 from $B_d$ to $\mathbb{R}$.
When $d=1$ (so the domain is the just the ...

**1**

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**0**answers

16 views

### Concavity of maxima [closed]

Suppose we have the following optimization problem : $\min\limits_x kf(x) + g(x)$ where $f$ is a decreasing convex function in $x$ and $g$ is an increasing convex function. Can we say that $x^*$ is ...

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votes

**1**answer

175 views

### In what sense is the Bayesian posterior mean a “convex combination”?

I asked this on math.stackexchange with no response, I'm hoping someone here might have something.
Suppose I want to estimate $x \in \mathbb{R}^n$ from two signals with zero mean, normally ...

**-1**

votes

**0**answers

25 views

### Convexity of two variables function depending in a parameter

Let $~f_V : \Omega \subset R^2 \to R$ be a function that associates to $(x\in R^2$ the value $~f_V(x)$ (which is non linear and there is no explicit formula for $f_V(x)$).
$V \in R^M$ is a parameter ...

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35 views

### Bounds on the curvature of a sequence of convex functions

Let $\{f_n\}$ be a sequence of (real-valued) smooth convex functions on $[0,1]$, with $f_n(0) = f_n(1) = 0$ for all $n$.
Let $t_n \in [0,1]$ be the minimizer of $f_n$ and assume that $M_n:= f_n(t_n) ...

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votes

**2**answers

180 views

### What is the dual of an semidefinitely representable (SDR) cone?

The Question
Let $V\simeq \mathbb{R}^r$ be an $r$-dimensional vector space with the usual Euclidean inner product.
Let $\mathcal K\subset V$ be a cone defined as
$$
\mathcal K=\Big\{x\in V\ ...

**3**

votes

**3**answers

241 views

### How to show that there's a continuous function separating convex sets of Radon measures?

First, the setup: $X$ is a compact set. By Riesz's representation theorem $C(X)^*=${all Radon measures on $X$}. $K$ is a convex, closed set of probability measures. $m$ is a probability measure out of ...

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votes

**2**answers

174 views

### Gaussian and the convex hull of moment curves

Let $c_1,\dots, c_d$ be the first $d$ moments of the standard normal distribution. Does the point $(c_1,\dots, c_d)$ lie in the convex hull of the set $\{(t,t^2,\dots,t^d)\colon t\in[-b,b]\}$, for a ...

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39 views

### Projecting on a convex compact polytope with special form

Let $E$ be a large sparse $l$-by-$n$ matrix ($l$ and $n$ can be in the billions...) with coefficients in $\{-1, 0, 1\}$: the first row of $E$ is the vector $(1,0,0,\ldots,0) \in \mathbb R^n$, and ...

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72 views

### Projecting on a a special polyhedron

Let $X$ be an $n$-by-$p$ matrix and consider the closed convex polyhedron
$$\mathcal P_X := \{y \in \mathbb R^n | \|X^Ty\|_\infty \le 1\}.$$
Notice that $\mathcal P_X$ is symmetric about the origin.
...

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votes

**2**answers

193 views

### Constructing an independent uniform random variable from two independent ones

Does there exist a continuous (differentiable) function $h:[0,1]\times [0,1] \to [0,1]$ such that if $\alpha,\beta\in [0,1]$ are independent and uniformly distributed on $[0,1]$, the random variable ...

**11**

votes

**1**answer

304 views

### Minimize sum of $\ell_2$ norm and linear combination, on simplex

Let $\Delta_n := \{x \in \mathbb{R}^n | x \ge 0, \sum_{1 \le i \le n}x_i = 1\}$ be the $n$-simplex. For $a, b \in \mathbb R^n$, with $\Delta_n \not \ni a$, consider the problem of computing the ...

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45 views

### Derivatives of Minkowski function?

Let $A\subset \mathbb R^n$ and $M$ be the convex hull of the set $A$, e.g., $M:=Conv(A)$. The Minkowski function on $M$ is defined as follows
\begin{align*}
&f: \mathbb R^n \to \mathbb R\\
...

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172 views

### On the remarkable property of the concave function's level sets

Consider a smooth function $f(x) \colon \mathbb{R}^2_+ \to \mathbb{R}_+$ such that $f$ is concave and positively homogeneous of order one. Consider a linear transform $P$ given by matrix
$$
P = ...

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**0**answers

91 views

### orthogonal projector onto the set of convex functions

Let $\Omega\subset \mathbb R^d$ be an open, convex domain, and consider the Hilbert space $L^2(\Omega)$. Each sum of convex functions is convex, hence the subset $Conv(\Omega)$ of all convex functions ...

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votes

**1**answer

56 views

### Convex Optimization in an Ellipsoid

Suppose we want to minimize a linear objective inside an ellipsoid that is,
$\min _x l^Tx$
such that $(x - \mu)^TA(x - \mu) \leq \beta ^2$.
Here, A is PSD and $\mu$ is a fixed vector. Can this be ...

**5**

votes

**1**answer

87 views

### Two (new?) variants of convex functions

I find that the following two types of functions are useful to my research.
(i) We know that a function $f: \mathbb{R}_+^m\rightarrow \mathbb{R}$ is called convex if for all ${\bf x,y}\in ...

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**0**answers

63 views

### Maximum value of linear function on the intersection of a parametrized family of balls

Let $C$ be a (nonempty) closed convex subset of $\mathbb{R}^n$ and $a, b \in \mathbb{R}^n$. Using the normal cone characterization of the euclidean projection operator $\mathrm{proj}_C$ (recall that ...

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votes

**1**answer

126 views

### Generalization of standard convex problem

In standard convex programming, the objective function and each of the constraint inequalities are convex. in such case, if the KKT condition hold for a point, and Slater condition is also hold for ...

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**0**answers

105 views

### Proximal mapping of composition with linear operator

Let $A$ be an orthogonal matrix. Then the proximal mapping $prox_{f \circ A}(x)$ can be evaluated efficiently by
$$
(I + \partial (f \circ A))^{-1}(x) = prox_{f \circ A}(x) = A^T prox_{f}(A x),
$$
as ...

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**0**answers

47 views

### A question about the approximation of convex cones

I have the following question which maybe is too naive.
Let $K$ be a convex cone on $\mathbf{R}^n$. Can we approximate $K$ by a sequence of polyhedral convex cone $K_i$ such that for any compactly ...

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votes

**1**answer

135 views

### A family of convex bodies in Banach-Mazur position

Let $\{K_i\}$ be a family of smooth, origin-symmetric, strictly convex bodies such that $K_i$ converge in the Hausdorff distance (or you may assume $\partial K_i\to \partial K$ smoothly, in the sense ...

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votes

**1**answer

163 views

### Order between two completely monotone functions?

I am wondering if the following assertion is true:
Let $f,g:\mathbb{R}_+\rightarrow [0,1]$ be completely monotone functions on $\mathbb{R}_+^*$, that is, $(-1)^n f^{(n)}(x)\geq 0$ and $(-1)^n ...

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votes

**1**answer

56 views

### How to compute the direction of slowest ascent from the minimum of a strongly convex function?

Consider a twice differentiable strongly convex function $f:\mathbb{R}^n \rightarrow \mathbb{R^+}$ that attains its minimum value at the point $x^*$. I am wondering if one can compute a direction of ...

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59 views

### concavity of a vector function

I'm given a function $g:\mathbb{R}^n \mapsto \mathbb{R}$, $g(y) = \prod_{i\in[n]} (1+y_i\cdot c_i)$, where $c_i>0$.
Let $e_a,e_b$ be two arbitrary standard vectors. It is easy to show that for any ...

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votes

**1**answer

56 views

### Bounding the difference in the value of a strongly convex function at its integer minimum and other integer points

I am currently working on a problem where I have to minimize a $m$-strongly convex function
$$f ~: ~\mathbb{R}^n \rightarrow \mathbb{R}^+$$
over a bounded integer lattice,
$$L = \mathbb{Z}^n \cap ...

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votes

**0**answers

208 views

### Area defined with $\pm$ closedness

Denote $B_n\subset\Bbb R^n$ to be unit ball at origin.
Denote $S\subset B_n$ to region of type $\mathsf I$ if it satisfies
$$s\in S\iff\forall t\in S, s+t\in S\mbox{ or }s-t\in S$$
I am convinced ...

**1**

vote

**1**answer

33 views

### Finding an unfrustrated set of local linear constraints with given minimal value

Let $ \{F_{i}\} $ be a finite set of linear functionals on a convex compact subset $B\subset\mathbb{R}^{n}$ such that each $F_i$ is $k$-local (acts on $k\ll n$ variables only).
Assume ...

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101 views

### Dimension reduction for low-order moments of Rademacher-weighted sums of vectors

Let $x_1,\dots,x_n$ be vectors in a Euclidean space $H$. Let $\varepsilon_1,\dots,\varepsilon_n$ be independent Rademacher random variables (r.v.'s), so that $P(\varepsilon_i=\pm1)=1/2$ for all $i$.
...

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**1**answer

71 views

### Self-concordant function for dual cone

I wonder if there is any existing result for self-concordant function in the literature about the following question.
Suppose $f$ is a self-concordant barrier function of a proper cone $K$ (pointed, ...

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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 $Z$ ...

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**3**answers

484 views

### Efficient computation of “discrete infimal convolution”

This question arises from an application to graphical models in probability theory, but I have abstracted that part out so only algebra remains. Let $\mathbb{R}$ denote standard field of real numbers ...

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votes

**2**answers

162 views

### Constructing a quasiconvex function [closed]

Let $C\subset\mathbb{R}^2$ be a nonempty convex set. A function $f:C\rightarrow\mathbb{R}$ is called
convex if
$$
f(\lambda u+(1-\lambda)v)\leq\lambda f(u)+(1-\lambda)f(v), \quad\forall u,v\in C, ...

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votes

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73 views

### Linear projections of convex sets with unique preimages of boundary points

Fix a compact convex subset $C \subset \mathbb{R}^n$ with nonempty interior. For any subspace $S \subset \mathbb{R}^n$, let $P_S$ denote the orthogonal linear projection onto $S$. I'd like to claim ...

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67 views

### Concavity of mixed volumes and mixed discriminants

For $n\times n$ symmetric matrices $A_1, \ldots, A_n$, the mixed discriminant $D(A_1, \ldots, A_n)$ can be defined as $1/n!$ times the coefficient of $t_1\ldots t_n$ in the homogeneous polynomial ...

**6**

votes

**1**answer

289 views

### Convexity of the product of two exponential matrices

Let $S\subset\mathbb{R}$ be a convex set and $\mathbb{S}^{n}$ be the set of real symmetric matrices of order $n\times n$.
A matrix valued function $\Gamma: S \rightarrow \mathbb{S}^{n}$ is said to ...

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vote

**2**answers

351 views

### A question involving Mazur's Lemma

Consider the Mazur's Lemma (H. Brezis - "Functional analysis, ..."):
"Assume $(x_n)$ converges weakly to $x$. Then there exists a sequence $(y_n)$ made up of convex combinations of the $x_n$'s that ...

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votes

**1**answer

115 views

### Takahashi convex metric spaces

A Takahashi convex metric space is a metric space $(X,d)$ such that $\exists W : X \times X \times [0,1] \rightarrow X$ that satisfies :
$d (u, W(x,y; \lambda)) \leq \lambda d(u,x) + (1- \lambda) ...

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**1**answer

106 views

### Gradient estimate of convex functions

Consider a special type of convex function $g(\cdot):\mathbb{R}^d \to \mathbb{R}_+\cup\{+\infty\}$ such that $g(x)=+\infty$ as $|x|\to \infty$. Then $g$ is differentiable almost everywhere within its ...

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**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 & ...

**3**

votes

**1**answer

129 views

### generalized mean inequality extension

from generalized inequality, we now that for $p>q$, we have $M_p(\mathbf{x})\ge M_q(\mathbf{x})$. now I am curious to know if we can find a constant $\alpha(p,q)$ which is only function of $p,q$ ...

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**1**answer

59 views

### monotonicity alike functions

assuming we have two smooth function ${f_1},{f_2}:{R^N} \to R$,
under what condition, we have
${f_1}\left( {{{\bf{x}}_1}} \right) \ge {f_1}\left( {{{\bf{x}}_2}} \right) \leftrightarrow ...

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86 views

### Largest ball with fixed center in a a convex region

Let $x_0$ be a point contained inside a compact, convex set $C\subset\mathbb{R}^d$, which is of the form $C=\{x:f(x)\leq0\}$ for some explicit convex function $f$. Is there a computationally ...

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73 views

### A version of isotone projection cones

We write $a \succeq b$, where both $a, b \in \mathbb{R}^n$, as a shorthand for $a_i \ge b_i$ for all $1 \le i \le n$. Let $C$ be a closed convex cone in the first orthant of $\mathbb{R}^n$ and denote ...

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63 views

### A convex analysis theorem improvement

John's theorem states that to any full-dimensional symmetric convex set $K\subseteq R^n$ and any Ellipsoid $E\subseteq R^n$ that is centered at origin, there exists an invertible linear map $T$ so ...

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**1**answer

57 views

### number of affine pieces of linear interpolation of convex functions in high dimension

Consider a convex function $f$ defined on a $d$-dimensional hypercube $[0,1]^d$. Now for fixed $m \in \mathbb{N}$, consider the grids $\mathcal{G}_m=\{(i_1/m,\cdots,i_d/m)\}$ where ...

**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 ...

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45 views

### Uniqueness of (generalized) Moreau decomposition

Let $H$ be some Hilbert space, which we can take to be the usual finite-dimensional Euclidean space if needed. For a function $f : H \to \mathbb{R}$, let $f^* : H \to \mathbb{R}$ be its conjugate ...

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votes

**1**answer

462 views

### Uniform convergence of convex functions

It is a well-known result that if a sequence of convex function $f_n(\cdot)$ converges on a dense set $C'$ of an open set $C$, then the limit function $f$ exists on $C$, and the converge is uniform ...

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61 views

### characterization of a certain closed convex cone

Consider $x_1,\cdots,x_n \in \mathbb{R}^d$, and the closed convex cone in $\mathbb{R}^n$ defined by
$$\mathcal{K}(\underline{x}):=\{(\varphi(x_1),\cdots,\varphi(x_n)):\varphi \textrm{ convex on ...