The tag has no wiki summary.

learn more… | top users | synonyms

5
votes
1answer
94 views

Is this graph of reciprocal power means always convex?

Let $$ p = (p_1, \ldots, p_n) $$ be a finite probability distribution, which for convenience I'll assume to have no zeroes: thus, $p_i > 0$ for all $i$ and $\sum_i p_i = 1$. Is the function ...
1
vote
1answer
35 views

Convergence rate of stochastic gradient decent with projections

Given a strong (not only strict) convex function $f: \mathbb{R}^n\to\mathbb{R}$. On such problems, stochastic gradient decent (SGD) has a convergence rate of $O(1/T)$, where $T$ is the number of ...
0
votes
2answers
61 views

Convexity of the Frobenius norm of the product of two matrices

I have the following function for two matrices ${\bf A}$ and ${\bf B}$: $f({\bf A}, {\bf B}) = \| {\bf Y - XAB} \|_F^2 = trace\{({\bf Y - XAB)}^T({\bf Y - XAB)}\}$ where matrices ${\bf X}_{n \times ...
2
votes
0answers
65 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 ...
10
votes
0answers
119 views

Finite union of closed convex sets is triangulable?

I posted this question on Stackoverflow, but didn't get an answer. Let $A_1, \ldots, A_k \subseteq \mathbb{R}^n$ be closed convex sets. Is the union $\bigcup_{i=1}^k A_i$ triangulable, that is, ...
2
votes
0answers
58 views

proving quasi convexity of multivariable function

Given an arbitrary $(N \times N)$ square matrix ${\bf X}$ a positive definite $(M\times M)$ matrix ${\bf T}$ a $(Q\times MN), Q< MN$ matrix ${\bf Z}$ consisting of only 1s and 0s where there is ...
4
votes
0answers
148 views

When is the sum of a weak-$*$ closed convex cone and a subspace also weak-$*$ closed?

Let $X$ be a Banach space. Suppose $C \subset X^*$ is a convex cone and $V \subset X^*$ is a subspace, and suppose both $C$ and $V$ are closed in the weak-$*$ topology. Are there any general ...
3
votes
0answers
65 views

Covering fat objects with fat objects

The family of rectangles has the cover property, i.e.: For every $R\geq 1$, $k\geq 1$: every rectangle with aspect ratio $kR$ can be exactly covered by $\lceil k\rceil$ (possibly overlapping) ...
2
votes
0answers
60 views

Strictly Convex Smoothing of a function defined on an affine manifold

A function defined on an interval is strongly convex if it has positive definite second derivative. A function on an affine manifold is strongly convex if its restriction to each line is. An affine ...
2
votes
0answers
88 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 ...
1
vote
0answers
66 views

Closed approximately convex set is convex

In Convex Analysis and Nonlinear Optimization by Borwein and Lewis there's the following exercise, stating that a closed approximately convex is convex: ...
2
votes
1answer
81 views

Is an integral against a probability measure in the convex hull of the range?

This may be really obvious but I don't see it. Let $f:\Omega \to \mathbb R^n$ be integrable with respect to a probability measure $\mu$. Does it follow that $\int_\Omega f \, d\mu$ is in the convex ...
5
votes
1answer
237 views

What it is the volume of the unit ball section of the cone of positive definite matrices?

Let $PD_{n}$ be the cone of positive definite $n \times n$ real matrices and let $B$ be the unit sphere in $n \times n$ dimensions. What is the volume of $PD_{n} \cap B$? EDIT: Let's assume that $B$ ...
0
votes
0answers
69 views

additive support functions of a convex set

Let $K \subset \mathbb{R}^d$ be a compact, convex set. It could be uniquely determined by its support function (for $u$ on the unit-sphere $S^{d-1}$), given by $$h_K(u) = \sup \{ \sum_{i=1}^d x_i ...
0
votes
1answer
73 views

Is there a name for functions f(x,y) that are only convex in x (and continuous in y). [closed]

This is just a notation question. If I cannot find a preexisting name, I would try one-sided convex, or something of the sort.
1
vote
1answer
144 views

Question about the log-det function

Suppose I have a diagonal $n \times n$ matrix $\Gamma$ with positive entries, and a fixed $n \times k$ matrix $P$ with $P^\intercal P = I$ (here, $k \leq n$). I'm interested in knowing whether the ...
5
votes
0answers
99 views

Geometry of the metric cone

Let us say that two metrics $d$ and $d_0$ on a set $X$ are related if there exist positive constants $0 < \alpha \leq \beta$ such that $$ \alpha \,\left(d_0(x,y) + d_0(y,z) - d_0(x,z)\right) \leq ...
5
votes
2answers
126 views

Smooth convex extensibility of combination of two line segments

This is a refined version of my earlier question Convex extensibility of combination of two lines. Is there a smooth function $f:[0,1]\times [0,1]\rightarrow\mathbb R$ such that for all $x\in ...
17
votes
2answers
364 views

An equivalence relation for norms

Let us say that two norms $\|\cdot\|_1$ and $\|\cdot\|_2$ on a real vector space $V$ are strongly equivalent if there exists a constant $\lambda \geq 1$ such that $$ \frac{1}{\lambda} \left( \|x\|_1 ...
1
vote
0answers
58 views

the validity of a basic statement involving the Hausdorff distance

Let $\Omega_1 \supset \Omega_2 \supset \cdots$ be a sequence of nonempty, open, bounded and convex sets in $R^n.$ Define $\Omega = \operatorname{int} \Bigl( \overline{\bigcap_{k=1}^{\infty} \Omega_k ...
3
votes
2answers
76 views

Convex extensibility of combination of two lines

This may be too easy, but: Is there a function $f$ on the first quadrant of $\mathbb R^2$ such that $$ f(x,1)=x,\qquad f(x,0)=0, $$ and $f$ is convex or concave? Note there is no solution of ...
18
votes
2answers
359 views

Trapping a convex body by a finite set of points

In $\mathbb{R}^n$, let $K$ be a convex body and $T$ a finite set of points disjoint from the interior of $K$. Say that $T$ traps $K$ if there is no continuous motion of $K$ carrying $K$ arbitrarily ...
3
votes
1answer
176 views

About generalized Minkowski inequality

For which functions $f:\mathbb{R}^+ \to \mathbb{R}^+$ does the inequality $f^{-1}\left(\sum\limits_{k=1}^n f(x_k+y_k)\right) \leq f^{-1}\left(\sum\limits_{k=1}^n f(x_k)\right) + ...
2
votes
0answers
61 views

Are there pathological examples of log-concave measures that admit no shifts?

Does there exist a random vector $X$ in, say, the space $\mathbb{R}^\infty$ of sequences that has the following properties? The distribution of $X$ is log-concave, i.e. for every $n$ the joint ...
3
votes
1answer
117 views

Is this function of a matrix convex?

Let $\mathcal{N}_{n}$ be the set of symmetric nonnegative irreducible matrices. For a matrix $A \in \mathcal{N}_{n}$ let $v^{A}$ be its Perron vector, normalized so that $||v^{A}||_{2}=1$. Define the ...
1
vote
0answers
41 views

Given a multivariate polynomial with even degree, can we find its tightest convex polynomial 'envelop'?

To be specific, given a multivariate polynomial function $f: \mathbb{R}^n \rightarrow \mathbb{R}$ with even degree $2d$, can we construct a convex polynomial function $g$, such that: $\forall ...
5
votes
2answers
252 views

Can we decompose a polynomial into difference of convex polynomials?

Given a multivariate polynomial $p(x_1, ..., x_n)$ on $\mathbb{R}^n$, can we always decompose it into the difference of two convex polynomials? i.e., is there a pair of convex polynomials $f$ and $g$, ...
-1
votes
1answer
84 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
1answer
136 views

Non-asymptotic large deviations for a convex set

Let $X_1,\dots,X_n$ be $n$ i.i.d random variables taking values in a Polish vector space $\mathcal{X}$ and with (Borel) probability distribution $\mu$. For any convex, compact $\Gamma \subset ...
0
votes
1answer
131 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
0answers
61 views

Open ideally convex sets

Background Recall that a subset $A \subseteq X$ of a Banach$^{1}$ space $X$ is said to be ideally convex if, for every bounded sequence $(x_n)_{n \in {\mathbb N}}$ in $A$ and every sequence ...
11
votes
0answers
166 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 ...
1
vote
1answer
98 views

How to find the necessary and sufficient conditions for a non-convex function to be locally convex?

Let $f(X)\geq 0$ be a nonconvex $C^\infty$ function: $\mathbb R^3\to \mathbb R$. Give any fixed $X_0$ such that $f(X_0)=\epsilon^+$, and the level set: ${L}=\{X\in \mathbb R^3:f(X)\leq \epsilon^+\}$ ...
0
votes
1answer
95 views

Product of derivatives of a convex function [closed]

Given a well-behaved function $f(x,t)$ such that $\frac{\partial f}{\partial x}<0$ and $\frac{\partial^2f}{\partial x^2}>0$, is there a way to show \begin{equation} ...
0
votes
1answer
103 views

Eigenvalues of a given parametrized matrix.

Let $\mathbf{A}$ and $\mathbf{B}$ be two complex rank-one $N\times N$ positive semi-definite matrices. Let the matrix $\mathbf{C}$ be defined as \begin{align} ...
1
vote
0answers
83 views

Proving solution to linear parabolic PDE is convex with negative third derivative

I have a PDE in $g(y,t)$ of the form \begin{equation} a\frac{\partial^2g}{\partial y^2}y^2-b\frac{\partial g}{\partial y}y -rg + \frac{\partial g}{\partial t} - c = 0 \end{equation} in which $a$, $b$, ...
13
votes
0answers
413 views

An open problem in convex geometry

Is it possible to find four norms $\| \cdot\|_k$ $( 1 \leq k \leq 4)$ on the plane such that a three-dimensional normed space containing four subspaces isometric to these normed planes does not exist? ...
4
votes
3answers
231 views

Convex hulls of families of probability measures

Let $X$ be a standard Borel space, so that the space of Borel probability measures on $X$ is also a standard Borel space. We denote it by $\mathcal P(X)$. In this paper for any family of probability ...
1
vote
0answers
53 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) ...
5
votes
1answer
149 views

Shortest curve with given convex hull

Suppose $S\subset\mathbb{R}^2$ is compact and convex. Suppose $\Gamma:[0,1]\to S$ is a continuous curve that passes through every extreme point of $S$, i.e., the convex hull of $\Gamma([0,1])$ is $S$. ...
3
votes
1answer
191 views

Map from a convex polygon that increases distance

At the risk of asking an extremely stupid question, suppose that $P\subset\mathbb{R}^2$ is a convex polygon with area $1$ that contains the origin, and let $r$ denote the farthest distance between the ...
10
votes
2answers
325 views

Inequalities for averaging over partially ordered sets

Let's start from a classical inequality: If $0\le a_1\le\cdots\le a_k$ and $0\le b_1\le\cdots\le b_k$ then $(a_1+\cdots+a_k)(b_1+\cdots+b_k)\le k(a_1b_1+\cdots+a_k b_k)$. It can be written also in ...
10
votes
1answer
293 views

Tverberg's theorem in CAT(0) spaces

Does Tverberg's theorem hold for CAT(0) spaces of covering dimension $d<\infty$: Is it true that for any $d$-dimensional $CAT(0)$-space $X$ and a subset $E\subset X$ of cardinality $(d + 1)(r - ...
6
votes
0answers
144 views

Choquet theory and Hilbert's fourth problem

The following text is an attempt to see Hilbert's fourth problem in a new light. Definition. A pseudometric $d$ on $\mathbb{R}^n$ is called projective if whenever a point $z$ belongs to a line ...
12
votes
2answers
249 views

Lattice points and convex bodies

Given are two convex bodies $K, L \subset \mathbb{R}^n$ that contain the origin as an interior point. Assume the number of integer points contained in $\lambda K$ equals the number of integer points ...
1
vote
0answers
204 views

Proof of an inequality for a linear combination of three trigonometric functions

Given a function $$f(t) = k_{1} \sin(t+\alpha) + k_{3} \sin(3t+\beta) + k_{5} \sin(5t+\gamma)$$ where $k_{1}, k_{3}$ and $k_{5}$ are all positive parameters, and the three phase angles, $ ...
6
votes
0answers
125 views

Variations on a problem of S. Mazur

In problem 76 of the Scottish Book Mazur asked Given a convex body $K$ in three-dimensional space and a point $o$ in its interior, consider the surface $S$ formed by all points $p$ such that the ...
-1
votes
1answer
44 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 ...
4
votes
1answer
183 views

A construction related to scissors congruence

I was thinking about the following some time ago. My question is whether such things have been studied before. Let $E_n$ be the abelian group with a generator for each (bounded) euclidean polytope of ...
0
votes
0answers
57 views

Uniform approximation of tangent cone

Let $\mathcal{C}$ be a convex and closed set in $\mathbb{R}^n$ containing $0$. The tangent cone of $\mathcal{C}$ at $0$ is given as, \begin{equation} T_{\mathcal{C}}(0)=Cl(\text{cone}(\mathcal{C})) ...