The convex-analysis tag has no wiki summary.

**12**

votes

**0**answers

189 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 ...

**7**

votes

**1**answer

172 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 ...

**6**

votes

**2**answers

218 views

### Continuous functions with convex level sets

Assume that $f:\mathbb{R}^{2}\to \mathbb{R}$ is a continuous function such that each level set $f^{-1}(c)$ is a convex set.
To what extent such functions are studied?
In particular:
Is there ...

**6**

votes

**2**answers

171 views

### On the convexity of element-wise norm 1 of the inverse

Question first asked on math.stackexchange here: http://math.stackexchange.com/questions/317209/on-the-convexity-of-element-wise-norm-1-of-the-inverse
On the convexity of element-wise norm 1 of the ...

**6**

votes

**0**answers

90 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 ...

**5**

votes

**2**answers

132 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 ...

**5**

votes

**2**answers

329 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 ...

**5**

votes

**0**answers

138 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 ...

**4**

votes

**2**answers

509 views

### Does the minima of a sequence of convex convergent functions converge?

Suppose $f_1,f_2,\ldots $ is a sequence of convex functions that converges to a continuous convex $f$. Let $x_1^*,x_2^*$ be their respective (not necessarily unique) minima, and let y be a minima of ...

**4**

votes

**3**answers

372 views

### When is a sequentially closed cone, closed?

The following question I also posed here, but still got no answer. Let $X$ be a locally convex, Hausdorff topological vector space and $C\subseteq X$ a convex cone, which is sequentially closed. What ...

**4**

votes

**1**answer

455 views

### Quantitative Version of Jensen's Inequality?

Hi,
I've been looking at situations where Jensen's inequality is almost tight, and found myself proving a lemma that I'm nearly certain exists somewhere in the literature.
The specifics are as ...

**4**

votes

**1**answer

171 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

**2**answers

147 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 ...

**3**

votes

**3**answers

233 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 ...

**3**

votes

**1**answer

74 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 ...

**3**

votes

**2**answers

75 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 ...

**3**

votes

**1**answer

63 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 $p,q$ ...

**3**

votes

**1**answer

382 views

### Possible to find a set of log-concave functions with log-concave sums?

While the set of log-convex functions is closed under addition, the set of log-concave functions is not. Yet if $f$ is log-concave, $\ln(k f) = \ln(k)+\ln(f)$, with $k \in \mathbb{R}^+$ constant, is ...

**3**

votes

**1**answer

206 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 ...

**3**

votes

**1**answer

147 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 ...

**3**

votes

**1**answer

158 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 ~|~ ...

**3**

votes

**2**answers

251 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 $C > 0$ ...

**3**

votes

**0**answers

139 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

**0**answers

47 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

162 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
$$
...

**2**

votes

**5**answers

245 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

**2**answers

103 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?
...

**2**

votes

**1**answer

678 views

### Projection exists => Uniformly convex?

Hello,
I know that: Let X be a uniformly convex Banach-Space, $a\in X$ and $C\subset X$ closed and convex, then there is a unique $b\in C$ with $\left\Vert a-b\right\Vert=\inf_{x\in C}\left\Vert a-x ...

**2**

votes

**1**answer

627 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 ...

**2**

votes

**2**answers

276 views

### A certain type of Quadratic Constrained Quadratic Programming Problem (QCQP)

Let $P_1$, $P_2$ be two hermitian matrices. Can anyone comment about the following (QCQP)
\begin{equation}
\min_{z}~z^{H}z \\\
~~subject~to ~z^{H}P_1z+1\leq 0,~z^{H}P_2z+1\leq 0
\end{equation}
I am ...

**2**

votes

**1**answer

1k views

### Sufficient conditions for gradient descent convergence

I have an unconstrained optimisation problem with convex objective function $f(x)$. Suppose I have access only to some function of the gradient $\hat{\nabla}= g(\nabla f)$, and I take gradient steps ...

**2**

votes

**1**answer

470 views

### existence of a minimum for a convex functional on a non-reflexive space

Let $X$ be a Banach space; $K\subset X$ nonempty, closed and convex; and $f:K\to \mathbb R$ lower semicontinuous, convex functional. Let also $f$ be coercive, i.e., $f(x)\to +\infty$ as $\|x\|\to ...

**2**

votes

**1**answer

101 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}
...

**2**

votes

**1**answer

438 views

### Proving that a specific function is quasiconvex

Hello all,
Assume we have a sequence of quasiconcave functions (in $X$) denoted by $f_{i,j}(X)$ for $i,j = 1,\ldots,n$. Denote by $F(X)$ the $n\times n$ matrix whose $(i,j)$ entry is the function ...

**2**

votes

**2**answers

105 views

### Constructing a quasiconvex function

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, ...

**2**

votes

**0**answers

50 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 ...

**2**

votes

**0**answers

105 views

### error estimate of linear interpolation in high dimension

Consider convex functions $f,g$ on $[0,1]^d$. Let $x_1,\cdots,x_n$ be $n\geq d+1$ fixed point in $[0,1]^d$ that is equally 'distributed' in the sense that
$$c_1\leq ...

**2**

votes

**0**answers

324 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 $X\in\mathbf{S}_{++}^{n}$ ...

**2**

votes

**0**answers

102 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 ...

**2**

votes

**0**answers

146 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 ...

**2**

votes

**0**answers

133 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 ...

**2**

votes

**0**answers

201 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 $x \in$ ...

**2**

votes

**0**answers

88 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

111 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 \\\
...~~~~~~~~~~ \\\
...

**1**

vote

**1**answer

169 views

### Are all points x of the boundary of a convex set C of a Hilbert space H projections onto C of a point different than x?

It appears that this is not true if H is of infinite dimension. My question is therefore the following: does anyone have a counter-example? Is there a caracterisation for the points of the boundary ...

**1**

vote

**1**answer

201 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

**1**answer

213 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 ...

**1**

vote

**1**answer

232 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

**2**answers

134 views

### determining a convex set by mixed volumes

For a convex set $K \subset \mathbb{R}^2$ let $\phi_K:$ convexsets in $\mathbb{R}^2 \rightarrow [0,\infty), A \mapsto MV(A,K)$. Where by $MV(A,K)$ I mean the mixed volume of $A$ and $K$ in the ...

**1**

vote

**1**answer

321 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 ...