Questions tagged [convexity]

For questions involving the concept of convexity

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Construct compact submanifold containing non-compact Nash embedded submanifold

$$ \newcommand{\R}{\mathbb{R}} \newcommand{\geu}{g_{\text{Eu}}} \newcommand{\X}{\mathcal{X}} \newcommand{\iX}{\mathring{\X}}$$ Let $\X$ be a closed bounded convex set in some Euclidean space. Its ...
DavideL's user avatar
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Proving convexity of the expected logarithm of binomial distribution

I would like to prove that the following function, for an arbitrary integer $n$: \begin{equation} \begin{split} f(x) & =x\cdot E \ \log(1+\text{Binomial(n,x)}) \\ & = x \cdot \sum_{k=0}^{n} \...
RotemBZ's user avatar
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Finite right-triple convex sets in planes

Let $\mathcal{S}$ be a set of points in $\mathbb{R}^2$. We say that $\mathcal{S}$ is right-angle convex, if for any two distinct points $P,Q\in \mathcal{S}$ there always exists another point $R\in \...
Joe Zhou's user avatar
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156 views

Does there exists an example of a Banach space that is compactly LUR; but not LUR

We know that a Banach space $X$ is locally uniformly rotund(LUR) if for $x, x_n \in S_X$ with $\Vert x+x_n \Vert \to 2$, we have $x_n \to x$. In the same case, if $(x_n)$ has a convergent subsequence, ...
PPB's user avatar
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1 answer
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Convexity of a function

Let: $F_{j+1,y}(s)$ be the cumulative distribution function of a binomial distribution with mean $y$, $j+1$ independent trials considered for $s$ successes. Is it possible to show in any way that: $\...
Marco Max Fiandri's user avatar
4 votes
1 answer
128 views

Characterization of convexity by connectedness of hyperplane sections

Let $S$ be a smooth closed connected embedded hypersurface in $\mathbb R^n$. Is it true that $S$ is convex, i.e. is a boundary of a convex set, if and only if any section of $S$ by a hyperplane is ...
Dmitrii Korshunov's user avatar
3 votes
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110 views

Reference request: Carathéodory-type theorem for convex hulls of closed sets

I'm looking for a reference for the following theorem. Theorem Let $X$ be a closed subset of $\mathbb{R}^N$, and let $a$ be a point of its convex hull $\operatorname{conv}(X)$. Then there exist ...
Tom Leinster's user avatar
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3 votes
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Does this condition characterise intervals, among subsets of the real line?

For a real number, $c\in \left]0,1\right[$, consider the following property $\mathbf(\mathbf P_c\mathbf)$ of subsets $A$ of $\mathbb R$: $\mathbf(\mathbf P_c\mathbf)$ For every bounded set $B\subset \...
Pietro Majer's user avatar
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Conditions on symmetric $3 \times 3$ matrices to satisfy the convex equality for cofactor and determinant

Given any $3\times 3$ finite set of symmetric matrices $A_i$ and positive real $a_i$ such that $\sum_ia_i=1.$ Is there any equivalent condition to the existence of skew symmetric matrices $X_i$ such ...
user519646's user avatar
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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 ...
one-day-at-a-time's user avatar
13 votes
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301 views

Talagrand's "Creating convexity" conjecture

We say a subset $A$ of $\mathbb{R}^N$ is balanced if \begin{equation} x \in A, \lambda \in [-1,1] \implies \lambda x \in A. \end{equation} Given a subset $A$ of $\mathbb{R}^N$, we write \begin{...
Samuel Johnston's user avatar
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Sub-Gaussian random variables and convex ordering

Suppose that $X$ is a $1$-sub-Gaussian real-valued random variable, i.e. for all $t \in \mathbf{R}$, it holds that $\log \mathbf{E} \exp \left( t X \right) \leqslant \frac{1}{2} t^2 $. Does there ...
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Foliation of spaces

It turns out that a very important idea to derive properties for a bigger space is to try to foliate the space, derive the same property for each leaf and patch everything up to get the desired ...
Wreck it Ralph's user avatar
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Detecting points inside the convex hull with inner products

Given a finite set $P$ of $n\gt d+1$ points in $d$-dimensional euclidean space. Under the assumption that the points of $P$ are in general position in the sense that $\lbrace p_{i_1},\dots,p_{i_d}\...
Manfred Weis's user avatar
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3 votes
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On convergence of convex-concave functions

Let $(f_n)$ be a sequence of twice differentiable functions on $\mathbb R$ such that for each $n$ there exists some $x_n\in\mathbb{R}$ such that: $f_n$ is strictly convex on $(-\infty,x_n)$, $f_n$ is ...
Iosif Pinelis's user avatar
1 vote
1 answer
220 views

Convergence of concave/convex function

Let assume that you have a sequence of twice differentiable functions $(f_n)_{n\in\mathbb{N}}\in\mathscr{C}^2(\mathbb{R})^{\mathbb{N}}$. Let suppose that for each $f_n$, it exists a $x_n\in\mathbb{R}$ ...
NancyBoy's user avatar
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Is there any generalization of the convexity of $t^{-p}$ for $p > 0$ for real symmetric positive definite matrices?

Let $p > 0$. On the positive reals, $t \mapsto t^{-p}$, is a convex function, as can be seen easily by a plot or differentiation. However, unfortunately, unless $p \in (0, 1]$, the map $f_p(X) = X^{...
Drew Brady's user avatar
3 votes
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491 views

Prove concavity of real valued function on the non-negative real axis

Fix $\alpha >0$ and define $f_{\alpha}(x) := \ln(\Phi(\alpha-x)-\Phi(-\alpha-x))$, where $\Phi(x)$ is the normal cumulative density function. For some research, I am trying to verify that the ...
Barreto's user avatar
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5 votes
1 answer
365 views

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 ...
Akira's user avatar
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1 vote
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Is the space of bounded $\psi_\infty$ Orlicz norm random variables equal to $L^\infty$?

Let $\psi_\alpha(x) = \exp(x^\alpha)-1$ for $\alpha\geq 1$. Define $$ \psi_\infty(x) = \begin{cases}\infty & x>1\\1& x = 1\\ 0 & x <1 \end{cases} $$ to be such that for any $x>0$ $...
Mark Schultz-Wu's user avatar
2 votes
1 answer
140 views

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(...
NancyBoy's user avatar
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3 votes
1 answer
106 views

How to establish regions of convexity/concavity of a ratio of exponential polynomials?

Problem: Let $f\colon \mathopen[0,1\mathclose] \to \mathbb{R}$ be defined as $$ f(x) = \frac{e^{\rho x}-1}{e^{\rho x}-1+e^{\rho (1-\gamma x)}-e^{\rho (1-\gamma) x}} $$ where $\rho$ and $\gamma$ are ...
vico's user avatar
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1 vote
1 answer
109 views

Exponential optimization problem

\begin{eqnarray} \arg\max_{k}\sum_{i=1}^{p}\sum_{j=1}^{p}\exp\left(-{\frac{\left(X(i,j)-{U_k}(i,j)\right)^2}{2}}\right),\:\: k=0,\dots,p \end{eqnarray} where $X$ and $U_k$ are the $p\times p$ matrices,...
Ham's user avatar
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On the extreme points of two convex sets

Let $A$ and $B$ be two compact convex sets (which may be assumed to be polytopes) in $\mathbb R^n$ such that $A\cap B\ne\emptyset$. Is it then always true that either $A\cap\text{ext}B\ne\emptyset$ ...
Iosif Pinelis's user avatar
2 votes
0 answers
103 views

Log Sobolev inequality for log concave perturbations of uniform measure

Suppose $\Omega$ is a convex bounded open set of $\mathbb{R}^n$ (I would be happy with just $\Omega$ as the $n$-dimensional cube). Let $\mu$ be the uniform measure on $\Omega$ and consider the ...
Matt Rosenzweig's user avatar
5 votes
1 answer
170 views

On the property P in the Whitney extension theorem

Let $D$ be a possibly unbounded domain in $\mathbb{R}^d$, $d \ge 2.$ We say that $D$ has the property P if there exists $C>0$ such that such that any pair of points $x,y \in D$ can be joined by a ...
sharpe's user avatar
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1 vote
1 answer
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Link between asymptotic cone and the boundary of a convex set

For $n\geq 1$, let $f\in\mathcal{C}^2(\mathbb{R}^n ; \mathbb{R})$ such that $f^{-1}(\mathbb{R}_-^*)\neq\varnothing$ and $\forall x\in\mathbb{R}^n$: $\nabla f(x)\neq 0$ and $\mathcal{Hess}f(x)$ is ...
G. Panel's user avatar
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0 answers
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Generalization of Kakutani-Ky Fan Theorem without convexity assumptions

Crossposted at Mathematics SE I'm wondering if there exists some extension of the Kakutani-Ky Fan Theorem Theorem. Let $K$ be a nonempty, compact and convex subset of a locally convex space $X$. ...
Redeldio's user avatar
  • 171
18 votes
3 answers
915 views

Convex functions in convex sets

Suppose $\Omega \subset \mathbb{R}^n$ is some bounded, convex set. For which domains $\Omega$ is it true that for every convex function $f:\Omega \rightarrow \mathbb{R}$ the average of the function in ...
Stefan Steinerberger's user avatar
3 votes
2 answers
178 views

Subdifferential of a convex function admits a continuous selection

Let $F$ be a continuous convex function on $\mathbb{R}^n$. If the subdifferential $\partial F(x)$ of $F(x)$ admits a continuous selection, for every $x \in \mathbb{R}^n$, does it mean that $F$ is ...
Aimar's user avatar
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2 votes
1 answer
99 views

Submodularity of a particular function derived from a convex function?

Consider a convex function $f : \mathbb{R}^d \to \mathbb{R}$. Define now the set-input function $g_f : 2^{[d]} \to \mathbb{R}$ as follows, \begin{align} g_f(S) = \min \left\{ f(x) : x \in \mathbb{R}^d ...
Television's user avatar
4 votes
1 answer
416 views

An exercise on log-concave random variable on the real line

Let $X$ be a real random variable with log-concave density $f$. Assume that $E(X) =0$ and $E(X^2)=1$. Show that there is a universal (independent of $X$) constant $c>0$ such that: $$P(X\in[-1/2;0])\...
Gericault's user avatar
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0 answers
62 views

Representation of concave point-to-set maps

Given a point-to-set map $C: X \rightrightarrows Y$ defined by some vector valued-function $\mathbf{g}: X \times Y \to \mathbb{R}^n$ such that $C(x) \doteq \{y \in Y | g_1(x,y), …, g_n(x,y) \geq 0 \}$,...
Ded's user avatar
  • 53
2 votes
1 answer
293 views

Tangent cone of a closed convex cone

Let $K \subset \mathbb{R}^n$ be a closed convex set. Given a point $u \in K$, the tangent cone of $K$ at $u$ is defined as (or characterized by) $$ T_K(u) := \mathrm{cl}(\left\{ t (v - u) \mid v \in K,...
aest's user avatar
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0 answers
112 views

Does there exists a smooth reflexive infinite dimensional Banach space that is not strictly convex

It is known that in a reflexive Banach space, if the norm is strictly convex, then its dual will be smooth Banach space, and if the norm is smooth, then the dual norm is strictly convex. We can find ...
PPB's user avatar
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0 votes
1 answer
132 views

Smoothness of a Hilbert space under an equivalent norm

Let us take the Hilbert space $l_2$ with an equivalent norm $\Vert x \Vert = \max \{2 \Vert x \Vert_1, \Vert x \Vert_2 \}$, where $\Vert x \Vert_1 =( \sum_{n=2}^\infty x_n^2 )^{\frac{1}{2}}$ and $\...
PPB's user avatar
  • 75
5 votes
2 answers
168 views

Convex hull of bivariate normal random points

Let $n > 1$, and $p_1, \ldots, p_n \in \mathbb{R}^2$ be iid random points following a bivariate normal distribution (doesn't matter which one), and let $X_n$ be the number of vertices of convex ...
Mikhail Tikhomirov's user avatar
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0 answers
78 views

Is the absolute value of a complex quadratic form a convex real function?

Consider a complex vector space $V = \mathbb{C}^n$ and a quadratic form $Q(x) = x^TAx$ on $V$ where $A$ is a symmetric matrix i.e., $A^T = A$. Is is true that the absolute value $|Q(x)|$, seen as a ...
user493645's user avatar
1 vote
2 answers
103 views

Establishing quasiconcavity

Let $f:\mathbb{R}_+\rightarrow\mathbb{R}_+$ be twice differentiable quasi-concave function satisfying $f(x)>0,\forall x \in \mathbb{R}_+$. Let $g:\mathbb{R}_+\rightarrow\mathbb{R}_+$ be a positive, ...
oyy's user avatar
  • 67
4 votes
1 answer
136 views

Approximation of convex bodies by polytopes corresponding to smooth toric varieties

Let $P\subset \mathbb{R}^n$ be an $n$-dimensional polytope with rational vertices. There is a well known construction which produces an $n$-dimensional algebraic variety $X_P$ called toric variety. In ...
asv's user avatar
  • 21.1k
2 votes
1 answer
155 views

Higher-order convexity

Let $f \in C^\infty(\mathbb R)$. $f^{(1)}=f'\geq 0$ iff $\forall (a,b) \in\mathbb R^2,a\leq b$ then $f(a) \leq f(b)$ $f^{(2)}=f''\geq 0$ iff $\forall (a,b)\in\mathbb R^2,\forall t\in [0,1], f(ta+(1-t)...
Dattier's user avatar
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1 vote
1 answer
92 views

Any example of a multi-valued monotone maximal operator without subdifferential?

Is there an example of a multivalued maximal monotone operator that is not the convex subdifferential of a proper convex lower semicontinuous? Besides, among these type of operators, are there any ...
megaproba's user avatar
  • 353
11 votes
2 answers
634 views

Existence of an open convex set

Let $T$ be a normed vector space, $K\subseteq T$ compact and convex and $O\subseteq K$ convex and open in $K$ (i.e. open w.r.t. the subspace topology of $K$ inherited by $T$). Can we find an open set $...
Julian's user avatar
  • 113
1 vote
1 answer
637 views

Is a Lipschitz continuous gradient equivalent to this condition?

I know if a function $f: \mathbb{R}^n \to \mathbb{R}$ is $L$-smooth, i.e. its gradient $\nabla f$ is $L$-Lipschitz continuous, then it satisfies the following inequality for any $x, x_0 \in \mathbb{R}^...
aest's user avatar
  • 143
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{...
Motaka's user avatar
  • 291
5 votes
1 answer
148 views

On existence of a concave function

Let $a$ be a strictly positive $C^\infty$ smooth function on the unit interval. Does there exist a strictly positive $C^\infty$ smooth function $f$ on $I$ such that $$ f’’(x) \leq 0\quad \text{and} \...
Ali's user avatar
  • 4,045
1 vote
1 answer
118 views

Comparison of solutions of Hamilton-Jacobi equations with different initial conditions

Consider a Hamilton-Jacobi equation: $$u_{t} + f(u_{x}) = 0 \quad (x,t) \in \mathbb{R}\times [0,+\infty)$$ with two possible initial conditions $u(x,0) = g_{i}(x)$ for $x \in \mathbb{R}$ and $i=1,2$. ...
IamWill's user avatar
  • 3,151
0 votes
1 answer
93 views

Do subgradient inequalities hold for matrix convex functions?

Suppose $f$ is a matrix convex function over symmetric, positive semidefinite matrices with spectra in some interval $I$ [1]. That is, for $A,B\succeq 0$ with spectra in $I$, and any $\theta\in[0,1]$, ...
VF1's user avatar
  • 253
0 votes
1 answer
75 views

On the measure of nonconvexity (MNC)

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\operatorname{conv}(A)} \...
Motaka's user avatar
  • 291
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:...
Piotr Hajlasz's user avatar

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