Questions tagged [convex-analysis]
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163
questions with no upvoted or accepted answers
14
votes
0
answers
302
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 ...
11
votes
1
answer
502
views
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 \\
\...
9
votes
0
answers
135
views
A self-isometry of the sphere of a strictly convex Banach space that does not move basic vectors
Problem. Let $n\in\mathbb N$, $X$ be a strictly convex $n$-dimensional real Banach space, $S_X=\{x\in X:\|x\|=1\}$ be the unit sphere of $X$, and $e_1,\dots,e_n\in S_X$ be linearly independent points. ...
9
votes
0
answers
910
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 ...
8
votes
0
answers
192
views
Concavity of product and ratio of sums
Apologies if this question is not appropriate for MathOverflow. I have asked at Math.StackExchange without success.
Consider the function $f:\mathbb{R}^n\rightarrow \mathbb{R}$ defined as
$$
f(x)=\...
7
votes
0
answers
400
views
Are there any characterizations of $C^2$ convex functions?
There are several characterizations of convex functions with the Lipschitz continuous gradient. If we already know that the function is of class $C^1$, then we have the following equivalent conditions:...
7
votes
0
answers
869
views
Geometry of level sets of a convex function
EDIT: Let $\Omega\subset \mathbb{R}^n$ be an open subset. Let $f\colon \Omega\to\mathbb{R}$ be a function such that for some $\lambda$ the function $f(x)+\lambda |x|^2$ is convex. Assume that the ...
7
votes
0
answers
228
views
orthogonal projector onto the set of convex functions
Let $\Omega\subset \mathbb R^d$ be an open, convex domain, and consider the Hilbert space $L^2(\Omega)$. Each sum of convex functions is convex, hence the subset $Conv(\Omega)$ of all convex functions ...
6
votes
0
answers
105
views
"Moduli space" of isotropic convex bodies?
A lot of questions in convex geometry revolve around the geometry of isotropic convex bodies in $\mathbb{R^n}$.
To my knowledge there is no, or very little study of a space such as :
$$C_n = \{...
5
votes
0
answers
133
views
Conv A = Dual B
I have two cones $A$ and $B$ in a Euclidean space.
I want to show that $\mathrm{Conv}\,A=\mathrm{Dual}\,B$; that is, $a\in\mathrm{Conv}\,A$ if and only if $\langle a,b\rangle\ge 0$ for any $b\in B$.
...
5
votes
0
answers
182
views
Generic shadows of convex bodies
If $K \subset \mathbb{R}^m$ is a convex body (i.e., a compact convex set) and $T \mathbin\colon \mathbb{R}^m \to \mathbb{R}^n$ is a linear map then $TK \subset \mathbb{R}^n$ is a convex body as well. ...
5
votes
0
answers
209
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 $\...
5
votes
0
answers
866
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 ...
4
votes
0
answers
130
views
A Lipschitzian's condition for the measure of nonconvexity
I'm actually working on the measure of nonconvexity and its application. Especially, the Eisenfeld–Lakshmikantham MNC defined - in a Banach space - by:
$$\alpha(A)=\sup_{b\in\overline{\operatorname{...
4
votes
0
answers
350
views
Generalized Jensen's inequality for positively homogeneous functions
The function $f:V \to \hat{\mathbb{R}}$ is said to be positively homogeneous iff $f(\alpha v) = \alpha f(v)$ for every $\alpha \in \mathbb{R}_{++}$. Here $V$ is a real vector space and $\hat{\mathbb{R}...
4
votes
1
answer
219
views
Does smoothing a non-log-concave distribution make it more log-concave?
Suppose that $p$ is a density on $\mathbb{R}^d$ that is $C^2$ and nonzero everywhere, and such that the Hessian of its negative logarithm is lower bounded:
$$-\nabla^2 \ln p\succeq L$$
for some matrix ...
4
votes
0
answers
222
views
Legendre-Fenchel transform
Suppose $F:\mathbb R^n\to \mathbb R$ is a convex continuous function.
Moreover, for any $x\in \mathbb R^n$,
$$
\limsup_{\lambda\to\infty} \frac {|F(\lambda x)|}{\lambda}<\infty.
$$
I would like to ...
4
votes
0
answers
63
views
Length of curves on convex hypersurfaces
Let $\gamma\colon[a,b] \to \mathbb{R}^n$ be a smooth curve.
Let $f_i\to f$ be a sequence of convex functions on $\mathbb{R}^n$ converging uniformly on compact subsets to $f$.
Let $\hat\gamma(t):=(\...
4
votes
0
answers
124
views
A convex function is "usually" subdifferentiable
Let $X$ be a locally convex topological vector space, and let $f:X\to\mathbb R\cup\{\infty\}$ be a proper, convex, lower semicontinuous function, whose effective domain $D:=f^{-1}(\mathbb R)$ is ...
4
votes
0
answers
63
views
A standard name of a strongly extremal point of a convex set
I need to name somehow points $x$ of a bounded convex set $C$ in a Banach space $X$ such that the set $$\{x^*\in X^*:x^*(x)=\max x^*[C]\}$$ of support functionals at $x$ has non-empty interior in the ...
4
votes
0
answers
83
views
Elementary functions (growing faster than exponential ones) with elementary Legendre–Fenchel transforms
Let $F$ be the set of all convex functions $f\colon[0,\infty)\to[0,\infty)$ with $f(0)=0=f'_+(0)$ and $f_+(\infty-)=\infty$, where $f'_+$ is the right derivative of $f$. For any function $f\in F$, its ...
4
votes
0
answers
252
views
Can this function be minimized?
Let $X$ be a locally convex TVS, and let $A$ and $B$ be convex and compact subsets of $X$ with $A \subset B$.
Let $f: A \times B \to [0,\infty]$ have the following properties:
(1) For all $b \in B$, $...
4
votes
0
answers
181
views
improved regularization for $\lambda$-convex gradient flows
It is well-known that gradient-flows of convex functionals are "parabolic" in some vague sense, and accordingly solutions tend to regularize instataneously. In the abstract context of gradient flows ...
4
votes
0
answers
332
views
Weak to weak$^*$ continuity of the duality mapping
Let $X$ be a uniformly convex and uniformly smooth Banach space. We consider the duality mapping $J_p^X$ defined as the sub-gradient $\partial (\frac1p\|\cdot\|^p)$. Is there a characterisation of the ...
4
votes
0
answers
200
views
Sharp constant for inequality with convex functions
This is a follow up to this question, where the optimal constant was left open.
Let $P \subset \mathbb{R}^n$ be bounded, convex, and open. Let
\begin{equation}
\mathcal{H} := \{f : P \rightarrow \...
4
votes
0
answers
202
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$.
...
3
votes
0
answers
98
views
Convex minorants to convex functions, given partial Taylor expansion and smoothness estimate
Let $V$ denote a strictly convex function (in arbitrary dimension) whose Hessian is $L$-Lipschitz. Given only this knowledge, and the values of $\left\{ V \left( x \right), \nabla V \left( x \right), \...
3
votes
0
answers
156
views
Any reference on Jensen inequality for measurable convex functions on a Hausdorff space?
I asked this question on math.stackexchange and I was suggested that asking it may be more appropriate. This is part of my research which tries to extend some of Choquet's theory to some non-compact ...
3
votes
0
answers
84
views
Projection onto level set of convex functional
Fix a probability space $(\Omega,\mathcal{F},\mathbb{P})$ and let $F:L^2_{\mathbb{P}}(\mathcal{F})\rightarrow (-\infty,\infty]$ be bounded-blow, convex, lower semi-continuous, and not identically ...
3
votes
0
answers
46
views
A complete metric space with some convex-type property
Let $(X,d)$ be a complete metric space with this property:
for each $x∈X$, $r>0$ and $y∈X$ with $d(x,y)<r$, there exists $z∈X$ such that $d(x,y)+d(y,z)=d(x,z)=r$.
I want to know if the family ...
3
votes
0
answers
101
views
Sufficient condition for convex conjugate to be second-order differentiable
Let $f:\mathbb{R}^n\to (-\infty,\infty]$ be a convex lower-semicontinuous function, we then define its conjugate by
$$
f^*(y)=\sup_{x\in \mathbb{R}^n}\{x^Ty-f(x)\}.
$$
Then there exist well-known ...
3
votes
0
answers
767
views
Do the gradient of convex (Fenchel) conjugates preserve the "distance" between two uniformly convex functions?
Update: I have discontinued pursuing this question. However, by observing that the conjugate and its derivative are nothing more than optimum and optimizer, my question should be answered by carefully ...
3
votes
0
answers
93
views
Legendre transform on signed measure space
Let $X$ be an open set in $\mathbb{R}^n$ and $M(X)$ be the space of finite signed measures defined on $X$. $L(p)$ is a lower-semicontinuous convex functional defined on $M(X)$. My question is: (1) ...
3
votes
0
answers
222
views
Behavior of vector field that is the arg min of a convex function
Say $f(x,y)$ is a real valued function that is strongly convex and twice differentiable in both $x$ and $y$. Here $x$ and $y$ are real vectors of different dimensions. We define $y^\star(x)= \arg \...
3
votes
0
answers
63
views
Is the collection of Schur convex functions sequentially compact?
We know in ROCKAFELLAR's convex analysis chap 10 that the collection of uniformly bounded convex functions on compact set is sequentially compact. I wonder if it is still true for the collection of ...
3
votes
0
answers
142
views
Probability of hitting two vectors
Call an element of $ \{-m,\dots,0,\dots,m\}^{2^n}$ a vector. Assume $m = O(2^{2^n})$.
Let $u_1,u_2$ be vectors.
Let $\{v_1,\dots,v_{2^n}\}$ and $\{w_1,\dots,w_{2^n}\}$ be linearly independent ...
3
votes
0
answers
179
views
Characterization of minimizer of convex functional
I need to check whether the following characterization of the minimizer of a convex functional is valid.
Let $X$ be a reflexive Banach space (think $W^{1,p}(\Omega)$ with $\Omega \subset \mathbb R^n$ ...
3
votes
0
answers
229
views
Area defined with $\pm$ closedness
Denote $B_n\subset\Bbb R^n$ to be unit ball at origin.
Denote $S\subset B_n$ to region of type $\mathsf I$ if it satisfies
$$s\in S\iff\forall t\in S, s+t\in S\mbox{ or }s-t\in S$$
I am convinced $\...
3
votes
0
answers
381
views
On increasing the penalty term in convex optimization with regularization
Given the two strictly convex (unique solution) optimization problems as:
$$Problem\:1:\min_{X} f(X)+\|X\|_{F}^2 \hspace{2cm}Problem \:2:\min_{X}f(X)+n\|X\|_2^2$$
where $X\in\mathbf{S}_{++}^{n}$ (...
3
votes
0
answers
74
views
Minimax-like theorems involving union and intersection of regions in $\mathbb R^d$
From Minimax theorems, we roughly know that if $f(x,y)$ is convex on $X$ and concave $Y$ for both compact $X,Y$, then:
$$
\max_{x\in X}\min_{y\in Y} f(x,y)=\min_{y\in Y}\max_{x\in X} f(x,y).
$$
We can ...
3
votes
0
answers
337
views
Convex functions with non-singular hessian measure are continuously differentiable?
It is known that every convex function $f: \Omega\to \mathbb{R}$, $\Omega$ convex subset of $\mathbb{R}^n$, has a weak derivative of bounded variation $Df\in BV_{loc}(\mathbb{R}^n)$ (e.g. Evans and ...
3
votes
0
answers
499
views
Directional derivates and unique subgradients
I have a question about the fine structure of convex functions. Convex functions behave very regular in the interior of their domain of definition (e.g. they are locally Lipschitz continuous there) ...
3
votes
0
answers
253
views
Ways to establish equality of measures on locally compact spaces
Let $M$ be a locally compact space and $\mu$ be some probability measure on $M$. Let $y^\ast \in M$, $f(x,y)$ be a real continuous bounded function $M \times M \to \mathbb{R}$. Consider an equality
$$
...
3
votes
1
answer
59
views
Looking for an Alternative Characterization of the Upper Orthant of a Convex Hull
I have a question on convex analysis, which I require in one step of my research work. Before stating it, let me give a small background.
Let $Y, X_1,\ldots,X_n$ be $n+1$ points in $\mathbb{R}^d$. ...
2
votes
0
answers
44
views
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 \...
2
votes
0
answers
53
views
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
$$...
2
votes
0
answers
55
views
Whether $d_x(t) := \|P_t(x)-x\|_H$ is increasing in $t$ where $P_t:H \to H$ is the proximal operator of a convex function
Let $H$ be a Hilbert space (e.g Euclidean $\mathbb R^n$), and fix a proper convex function $f:H \to (-\infty,+\infty]$. Given any $t \ge 0$, let $P_t:H \to H$ be the proximal operator of $f$ at level $...
2
votes
0
answers
118
views
Convex ordering of measures that are obtained by different push-forwards of a same measure
Suppose that we have a probability measure $\rho$ which is supported on $\mathbb{R}^d$ and absolutely continuous w.r.t. the Lebesgue measure. Take two vector fields $F, G : \mathbb{R}^d \rightarrow \...
2
votes
0
answers
72
views
Convex optimization over compact sets defined as Aumann set-valued integrals
Let $(X,P)$ be a probability measure space. Let $K$ be a convex compact subset of $\mathbb R^d$ and let $F:X \to 2^{K}$ be a set-valued map. Assume that $F$ is:
closed (i.e $F(x)$ is closed for ...
2
votes
0
answers
46
views
Convex body with prescribed normals (i.e. the Gauss map of the boundary)
Let $\mathbf{S}$ be the unit Euclidean sphere in $\mathbf{R}^n$. I write $u \bullet v$ for the scalar product of two vectors and $A \sim B$ for the set-theoretic difference of sets.
Assume $g : \...