The convexity tag has no usage guidance.

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125 views

### Fixed area, largest mass — is there a name?

Let $x\in \mathbb{R}^n$ and let $s_k(x)$ denote the sum of the $k$ largest entries of $x$. The function $s_k(x)$ is well-known to be convex and is often used in optimization, such as
https://inst....

**1**

vote

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55 views

### Conditions on probability measure that generates non-void random polytope

Let $C$ be a non-void compact convex set in $\mathbb{R}^d$, and $\nu$ a probability measure on $C$. Then under what conditions on $C$ and $\nu$, the following statement is true: If $X_1,\cdots,X_{d+1}$...

**4**

votes

**1**answer

227 views

### Orlicz Norm and A result on expectation

I am reading paper which is mainly about Dobrushin's contraction coefficient and its generalization. In page 27, the following is defined:
Consider arbitrary, non-negative, convex function $\psi:\...

**1**

vote

**1**answer

101 views

### What's the most efficient way to solve this euclidean projection on non-negative affine space constraint?

I've come across this convex optimization problem in my research where I need to project a matrix $X_0$ onto a non-negative affine space constraint and box constraints. Concretely,
$X \in \mathbb{R}^{...

**0**

votes

**0**answers

31 views

### Looking for a homogeneous function with some properties

I'm looking for a 1-homogeneous function $\pi \colon \mathbb{R}^n_{\geq 0} \to \mathbb{R}$ satisfying the following properties:
1) $\pi$ is not concave. This is equivalent to the fact that there ...

**3**

votes

**0**answers

244 views

### Convex Conjugate of Relative Entropy

The convex conjugate of a function, say, $f:X\mapsto \mathbb{R}$ is a function $f^*:X^*\mapsto \mathbb{R}$ defined as
$$f^*(x^*):=\sup_{x\in X} ~\langle x, x^*\rangle-f(x),$$ where $X^*$ is the ...

**5**

votes

**1**answer

354 views

### Examples of Polyhedra with Large Shadows

Let $P \subseteq \mathbb{R}^n$ be a polyhedron described by $\mathcal{O}(n^{c_1})$ inequalities, where $c_1$ is a constant. Moreover, let $M\colon P \to \mathbb{R}^2$ be a linear mapping. I'm looking ...

**6**

votes

**2**answers

535 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 ...

**1**

vote

**1**answer

63 views

### log-convexity of Mollified function?

Let $f:{\mathbb R}\rightarrow{\mathbb R}_+$ be a log-convex function. Suppose that $f_{\epsilon}$ is the smoothed version of $f$:
$$f_{\epsilon}(x)=\int \varphi_{\epsilon}(x-y)f(y)dy,$$
where $\...

**3**

votes

**1**answer

102 views

### Hypergeometric function 2F1 convexity proof:

Suppose $F$ is the Gaussian hypergeometric function 2F1, $x\in \mathbb{N}$, $t>x \in \mathbb{N}$, $\mu \in (0,1)$. Is the function: $$f(\mu)=\mu^{x+1} F(x,-t+x,2+x,\mu),$$ convex in $\mu$? I've ...

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171 views

### Restricted strong convexity for biconvex functions

Recently, it has been shown (arxiv paper) that non-convex functions with the restricted strong convexity (RSC) property has the interesting property that their local minima lie within a small ball of ...

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**2**answers

154 views

### Book and Papers for properties of uniformly convex and locally uniformly convex and strictly convex Banach spaces.

I am looking for reference books and research articles which cover analysis of uniformly convex and locally uniformly convex and strictly convex Banach spaces.

**0**

votes

**0**answers

54 views

### Integral representation formula for convex

For $u \in \mathbb{S}^{d-1} \subset \mathbb{R}^d$, it is easy to show that:
\begin{equation}
u=c_d \int_{\mathbb{S^{d-1}}} \xi \mathbb{1}_{\left\{x \cdot u >0 \right\}}(\xi) \ \rm{d}\sigma_{d-1}(\...

**2**

votes

**1**answer

179 views

### Necessary conditions for optimality in Banach spaces

Let $X$ denote the non-negative "orthant" of the Banach space $L^2$ (or whatever you call the set of functions in $L^2$ that are non-negative), and let $C$ be a closed, convex subset of $X$. Let $f$ ...

**7**

votes

**1**answer

199 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 ...

**6**

votes

**1**answer

266 views

### Is an infinite-dimensional “Lebesgue measure” uniquely determined by a set of positive finite measure?

Let $\mu$ be a probability measure on a subset $C \subset \mathbb{R}^\infty$ of the space of sequences, and assume, for simplicity, that $C$ is closed and convex.
We say that $\mu$ admits shifts if ...

**3**

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**0**answers

117 views

### This function looks quasiconvex, can't understand why

Suppose that $\mathbf{C}$ is a given matrix with non-negative entries in $\mathbb{R}^{m\times n}$ and $d$ is a given scalar, and let $g(\mathbf{y})$ be defined by $$g(\mathbf{y}):=\max_{\mathbf{x}\in\...

**3**

votes

**1**answer

105 views

### Geodesic comparison in Hadamard space

Let $X$ be a hadamard space and $\gamma_1, \gamma_2 \colon \mathbb{R}\rightarrow X$ be two geodesics. Part 2 of Coroallary 2.5 in
http://www.iam.uni-bonn.de/fileadmin/WT/Inhalt/people/Karl-...

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votes

**1**answer

140 views

### Quantitative stability: Hausdorff distance between subdifferentials

Suppose I have two convex functions $f$ and $g$ mapping $\mathbb{R}^{n}\to\mathbb{R}$ (so they are 'more' than proper). Suppose $\|f-g\|_{\infty}<\epsilon$, the sup-norm. In particular, the ...

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votes

**0**answers

67 views

### Regularity of the Minkowski functionnal of a convex

Let $K$ be a convex compact set in $\mathbb{R}^2$ with $0 \in \overset{\circ}{K}$. The Minkowski functional associated to K is:
\begin{align*}
\varphi_K(x):= \inf \left\{t>0 \; : \; tx \in K \...

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123 views

### Can we define log-convex operators?

Let $I\subset\mathbb{R}$. A function $f:I\rightarrow\mathbb{R}$, is said to be log-convex if $\log f$ is convex or equivalently for all $x,y\in I$ and $\alpha\in [0,1]$
$$f(\alpha x+(1-\alpha)y)\leq [...

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votes

**2**answers

346 views

### Convex Sets and Nearest Neighbors

For a set $S \subseteq \mathbb{R}^n$ and a point $x \in \mathbb{R}^n$, let $c_S(x)$ be the point $s \in S$ that minimizes $\|x-s\|$ if such a point exists and is uniquely determined. It is known that $...

**4**

votes

**1**answer

392 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**

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**1**answer

145 views

### Does this squared distance functional have a unique critical point on geodesically convex manifolds?

Let $M$ be a Riemannian manifold with distance function $d$, $C \subset M$ a geodesically convex set, $a=(a_i)_{i=1}^n \in C^n$, $W \in \mathbb{R}_{\geq 0}^{n \times n}$ and $J\colon C^n \rightarrow \...

**5**

votes

**1**answer

285 views

### Characterization of closed convex set

Suppose that $C$ is a bounded convex subset of $\mathbb{R}^n$ such that the optimum value, over $C$, of any linear functional is attained at some point of $C$. Does this imply that $C$ is closed? If ...

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vote

**1**answer

123 views

### Zariski closure of the boundary of a closed convex subset of ${\mathbb R}^n$

Let $\eta$ be a closed convex subset of ${\mathbb R}^n$ of convex dimension $n$ (not necessarily compact) with nonempty boundary $\partial \eta$. Then $\eta$ is an $n$-dimensional topological ...

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103 views

### Prove a complicated function (in epidemic spreading search) to be convex

When analyse epidemic spreading, I came across to prove that a complicated function $f(x)$ is convex when $0 \leq x \leq 1$.
\begin{equation}
f(x)=\frac{b_1g'(x) f_1(x)^{n-2}+g'(1) \gamma}{g'(1) ( \...

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votes

**1**answer

124 views

### Distance from constant width bodies

EDIT As @David has observed, my conjecture was clearly wrong for $\ n:=2.\ $ Let me still give it a chance for $\ n\ge 3$.
I'll call a family $\ F\ $ of bound closed convex subsets of $\ \mathbb R^n\...

**1**

vote

**1**answer

169 views

### Concavity of the solution of a parametric implicit function

Suppose $F(x,y;k)=f(x,y)+kg(x,y)=0$ uniquely defines the solution $y(x;k)$ for $x\in \mathbb{D}$, a compact domain, and $0\leq k \leq 1$ is a parameter. We know that for $k=0,1$, $y(x;0)$ and $y(x,1)$ ...

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120 views

### Star shaped sets with a midpoint

Suppose $U$ is an open subset of $\mathbb{R}^n$ which is star shaped with respect to $p\in U$. I'll call $p$ a midpoint of $U$ if for any line $\ell$ through $p$, the point $p$ is the midpoint of the ...

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votes

**2**answers

185 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 ...

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96 views

### Convex Optimization related problem

Suppose two non-negative convex functions $f$ and $g$ be given.
We want to solve the following optimization
$$\max_{g\leq\epsilon}f.$$
Now suppose that both $f$ and $g$ can be upper-bounded by a ...

**1**

vote

**0**answers

48 views

### Changing a nonlinear equality constraint into some conic inequality plus rank constraint

If we have a constraint optimization problem in which one of our constraint is $\prod\limits_{k = 1}^N {\left( {x - {a_k}} \right) = 0} $ . How could this nonlinear equality condition be changed into ...

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votes

**1**answer

100 views

### Is first term of my cost function convex?

I have an optimization problem in the form of
[\begin{array}{l}
\mathop {{\rm{Minimize}}}\limits_{\bf{X}} \,\,\,2\left| \delta \right|\sqrt {{\rm{Tr}}\left( {{\bf{A}}{{\bf{X}}^2}} \right)} {\rm{ - ...

**2**

votes

**1**answer

561 views

### Are all linear transformations measurable?

Let $V$ and $W$ be topological vector spaces over $\mathbb{F}$ (with $\mathbb{F}=\mathbb{R}$ or $\mathbb{C}$), and let $T:V \to W$ be a linear transformation. It is well-known that $T$ is not ...

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votes

**2**answers

162 views

### Convexity of a certain sublevel set

Consider the polynomial of degree $4$ in the variable $r$ :
$$ r^4 + (x^2 + y^2)\ r^2 - 2 x y\ r + x^2 y^2 $$
The discriminant of this polynomial in $r$ is the following expression
(obtained using ...

**5**

votes

**1**answer

157 views

### Reference request: Continuity of unique maximizer of linear functional on convex set

Does anyone know reference for a theorem of the following sort:
Proposition: Let $K \subset\mathbb {R}^n$ be a compact convex set, and assume that
$$f(w):=\operatorname{argmax}_{x\in K}w(x) $$ is ...

**4**

votes

**1**answer

249 views

### An inequality concerning convexity and expectation

Assume $f$ and $g$ are nonnegative with
$$\int_0^\infty f(x)dx=1=\int_0^\infty g(x)dx
$$
and
$$\int_0^\infty xf(x)dx<\infty > \int_0^\infty xg(x)dx
$$
Is it true for nonnegative numbers $p$, $q$ ...

**5**

votes

**1**answer

143 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

**1**answer

485 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 ...

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**2**answers

563 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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**0**answers

139 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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217 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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**0**answers

193 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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194 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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79 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) ...

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87 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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votes

**0**answers

180 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

**1**answer

179 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

**1**answer

299 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 $B$ ...