The convexity tag has no wiki summary.

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### 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 ...

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194 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 ...

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103 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 ...

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158 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, ...

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132 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
...

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164 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 ...

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### 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) ...

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80 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 ...

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135 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 ...

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118 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 ...

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261 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 $B$ ...

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81 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.

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150 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 ...

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118 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
...

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143 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 ...

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577 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 ...

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118 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 ...

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80 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 ...

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### 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 ...

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291 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) + ...

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### 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 ...

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### 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 ...

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### 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 ...

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298 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 $g$, ...

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### 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 ...

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293 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 ...

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### 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 ...

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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 ...

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208 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:
${L}=\{X\in \mathbb R^3:f(X)\leq \epsilon^+\}$ ...

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106 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}
...

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### 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}
...

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### 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 $a$, $b$, ...

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### 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? ...

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309 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 ...

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### 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) ...

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173 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 $S$. ...

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### 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 ...

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### 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 ...

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### 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 - ...

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### 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 ...

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### 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 ...

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229 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, $ ...

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### 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 ...

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### 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 ...

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### 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 ...

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896 views

### Is a convex function continuous and almost everywhere differentiable? [closed]

is this statement true ?
assume $f:D\rightarrow \mathbf{R} $ is a convex function where $D\subset \mathbf{R}^n$ is a convex set. $f$ is continuous and almost everywhere differentiable and in class ...

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215 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 ...

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189 views

### carleman inequality

Is there a connection between carleman inequality discovred by T. Carleman in 1922 if I am not mistaken in his research on quasianalytic functions and what is called Carleman estimates used in the PDE ...

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### Why pseudoconvexity is important in Partial differential equation theory?

I am a new researcher in mathematics and I work on convexity. Are convexity and pseudoconvexity related topics and in which respect to PDE theory ? One of the important results in PDE theory is the ...

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283 views

### Construction of a convex function nondifferentiable on a countable set [closed]

Let $H$ be a countable subset of $[0,1]$. Construct a convex function $f:[0,1]\rightarrow\mathbb{R}$ such that $f$ is nondifferentiable on $H$ and differentiable in the rest.