The tag has no wiki summary.

learn more… | top users | synonyms

2
votes
1answer
801 views

How do I optimize over (or take derivative wrt) a square diagonal matrix?

Hello. I'd like to solve the following optimization problem. $P_i$ is a 6x6 matrix $X$, $Y$ is a 6xk matrix $w_i$ is a kx1 vector $diag(w_i)$ is a square diagonal matrix with diagonal entries equal ...
0
votes
1answer
156 views

Can extremal matrices of subcones of psd matrices have low rank?

Let $S$ be the cone of positive semidefinite symmetric real matrices of size $n\times n$. The cone $S$ spans a $d:=n(n+1)/2$ dimensional vector space. Let $C\subset S$ be a subcone formed by ...
3
votes
2answers
430 views

Is a solution of a linear system of semidefinite matrices a convex combination of rank 1 solutions?

The cone of symmetric positive semidefinite $n\times n$ matrices is the convex hull of rank $1$ matrices. That is, every symmetric positive semidefinite matrix is a convex combination of rank 1 ...
7
votes
0answers
223 views

Are plactic classes convex under the right weak Bruhat order?

For those who are unfamiliar with the terminology, I'll explain a little. The symmetric group $S_n$, as a type A Coxeter group, has generators $\{s_1,\ldots,s_{n-1}\}$ with relations (1) $s_i^2$ for ...
3
votes
2answers
452 views

Surface fitting with convexity requirement

Hi all, Consider a cloud of points in 3D space (x,y,z). The data is well-behaved, once plotted the surface looks like some sort of spheroid. I assumed a form for the fitting function f(x,y,z) = c1 ...
1
vote
0answers
256 views

Computing the intersection of dual affine subspaces

Suppose we have a convex function , $\phi(x): R^d \to R$. It is well known that the Legendre transform of $\phi$ is also a convex function, and can (loosely) be thought of as the dual or derivative ...
1
vote
0answers
180 views

Joint Convexity of Spectral functions of several matrices

$\{A_1 \ldots A_K \}$ is a set of matrices in $\mathbb{R}^{m \times n}$. Let $f (A_1,\ldots,A_K)$ be a function of the singular values of all matrices. For e.g., $f$ is just summation of singular ...
0
votes
0answers
321 views

Global index of convexity/concavity of a function

We are looking for a global index of the convexity/concavity of a function. For concreteness, how can I formalize the intuitive notion that a function $f$ is more convex than $g$ where ...
13
votes
2answers
570 views

Do the elementary properties of mixed volume characterize it uniquely?

Background Take 2 convex sets in $\mathbb{R}^2$, or 3 convex sets in $\mathbb{R}^3$, or generally, $n$ convex sets in $\mathbb{R}^n$. "Mixed volume" assigns to such a family $A_1, \ldots, A_n$ a ...
4
votes
1answer
278 views

Wasserstein geometry of measures on manifolds related to the generalized Legendre transform and $d^2/2$-convexity

Let $(M,g)$ be a fixed closed Riemannian manifold, normalized to have volume 1. We'll write $d_M(x,y)$ for the (geodesic) distance between two points $x,y\in M$. I'm interested in the following class ...
2
votes
5answers
860 views

Circumference of convex shapes

Here is a puzzle I found in "Mitteilungen der DMV" (roughly "Letters of the German Society of Mathematicians") issue 19/2011. It was posed by Alfred Schreiber in "Wie man Hasen fangt" (How to catch ...
3
votes
1answer
374 views

Example in Guillemin-Sternberg's Convexity Paper

At the end of the introduction of Guillemin-Sternberg's 1982 Inventiones paper "Convexity Properties of the Moment Mapping", there is a nice picture of a non-Abelian moment polytope attributed to ...
3
votes
1answer
215 views

Polar interpretation of convexity

Let $C$ be a convex polygon in the plane containing the origin, and let $r(\theta)$ for $\theta\in[0,2\pi)$ be a parametrization of its boundary. Is there a condition on $r$ that is equivalent to (or ...
4
votes
3answers
2k views

Minimize trace of inverse of convex combination of matrices.

Hello! (First question--please forgive me if its unclear.) I am interested in efficient/approximate optimization techniques for minimizing a norm of a convex combination of symmetric, positive ...
5
votes
2answers
318 views

Distributing points with respect to a concave function

Suppose I have a concave function defined on the unit interval such that $f(0) = f(1) = 0$ and $\int_0^1 f(t) dt = \alpha$, where $\alpha$ is "small" (say $0.01$ or thereabouts). Say I distribute $n$ ...
0
votes
0answers
201 views

How do control the boundary regularity of the Legendre transformation domain from a convex function

Let f(x) be a strongly convex smooth function (its Hessian matrix is positive definite) defined in a convex domain D, introduce the Legendre transformation $$x=(x_1,...,x_n)\rightarrow ...
1
vote
0answers
203 views

Convexity of a constrained optimization problem

Hi, this is a continuation of a previous question I asked about the convexity of an optimization problem I am working with. Consider the function \begin{multline} B_i(a_0,\mathbf{p}) \equiv ...
4
votes
1answer
322 views

Convexity of $\frac{1}{2}\vert x_1 + x_2 + x_3 - x_1x_2x_3\vert^2$

Anybody have any tips on how to show that the function $\frac{1}{2}\vert x_1 + x_2 + x_3 - x_1x_2x_3\vert^2$ is convex in $\mathbf{x}$, where $\vert x_i \vert \leq 1$? This comes from the following ...
2
votes
0answers
243 views

Are affine continuous functions on Bauer sub-simplices of the probability measures given by integration over continuous functions?

Let $X$ be a compact (non-metrizable) Hausdorff space and $\mathcal{P}(X)$ the set of Radon probability measures with weak-$*$ topology (weak topology induced by the continuous functions). Consider a ...
0
votes
1answer
244 views

Integral in a σ−convex set.

Having had no (proper) answer to this question, I formulate the remaining case as a new question as follows. With $I=[0,1]$, let $E$ be a separable (real) Banach space, and let $\gamma:I\to E$ be ...
3
votes
2answers
501 views

A lower bound of a particular convex function

Hello, I suspect this reduces to a homework problem, but I've been a bit hung up on it for the last few hours. I'm trying to minimize the (convex) function $f(x) = 1/x + ax + bx^2$ , where ...
8
votes
3answers
448 views

surfaces of constant centro-affine curvature

It is well-known that every closed surface in $\mathbb R^3$ having constant Gauss curvature is a round sphere. Inspired by this question, I'd like to ask whether a similar rigidity holds for ...
0
votes
0answers
128 views

Convexity of a cone in CxC

Hi. I have trouble deciding if the set of couples $ \left( \xi, \zeta \right) \in \mathbb{C}^2 $ with $ Re \left( \xi \text{ } \overline{\zeta} \right) > 0 $ is convex. It is a (real) cone, but is ...
8
votes
1answer
566 views

volume of the unit ball of the Banach space $\ell_1^n\otimes_{\epsilon}\ell_1^n$?

We denote by $\otimes_{\epsilon}$ the injective Banach tensor product. Which is the asymptotic volume of the unit ball of the Banach space $\ell_1^n\otimes_{\epsilon}\ell_1^n$?
2
votes
2answers
441 views

Existence of extreme points

Let $(X,d)$ be a complete metric linear space whose balls are convex. Let $Y\subseteq X$ be a bounded, closed and convex subset that verifies the following property: for all $y_0\in Y$, the distance ...
36
votes
4answers
2k views

Polynomial roots and convexity

A couple of years ago, I came up with the following question, to which I have no answer to this day. I have asked a few people about this, most of my teachers and some friends, but noone had ever ...
1
vote
2answers
485 views

Convex polynomial homogenization and convexity

I have a polynomial that I know to be convex. If I homogenize the polynomial, is the resulting homogeneous polynomial also convex? I know that the perspective of a convex function is convex, but ...
6
votes
1answer
360 views

Approximation of an integral of a concave function

I suspect this is a homework question somewhere, but I've not seen it elsewhere and it seems like it should be easy: let $f(x)$ be a concave function from $[0,1]$ to the reals such that $f(0) = f(1) ...
12
votes
0answers
1k views

Infinite convex combinations in a Banach space

Let's say that a subset $C$ of a Banach space $X$ is $\sigma$-convex if the following property holds: For any sequence $(x_k)_{k\ge0}$ in $C$, and for any sequence of non-negative real numbers ...
30
votes
0answers
923 views

Two-convexity ⇒ Lefschetz?

Assume that $\Omega$ is an open simply connected set in $\mathbb R^n$ (two-convexity) if 3 faces of a 3-simplex belong to $\Omega$ then whole simplex in $\Omega$. Is it true that any component of ...
3
votes
2answers
378 views

Submanifolds lying on the boundary of a convex domain

Let $M$ be a submanifold of $\mathbb R^n$. Call $M$ locally convex if locally $M$ is contained in the boundary of a convex domain of $\mathbb R^n$. Is there any known condition that is equivalent to ...
2
votes
0answers
176 views

Radon transform and Log-concavity

This question is related to (but different from) that of Darsh Ranjan. Is there a characterization of the functions $f:\mathbb R^n\rightarrow\mathbb R_{\ge0}$ whose Radon transform $\hat ...
1
vote
0answers
342 views

Bounding point-wise maximum of the absolute difference of two convex functions

Let $\Delta: R \times R \rightarrow R_{+}$ be a positive and convex function (convex in, say, both the arguments) called the loss function. Let $x \in R^d$. Moreover, let $H_1,...,H_r$ be sets of ...
17
votes
1answer
740 views

If $f:R^n \to R$ is a smooth real-valued function such that $\nabla f : R^n \to R^n$ is a diffeomorphism, what can one conclude about the behavior of $f(x)$ at infinity?

This question may seem peculiar, so let me preface it by saying that it arose while I was trying to understand Legendre transformations better, and in that context it is fairly natural. Anyway, ...
5
votes
1answer
567 views

Does a log-concave function on a convex set extend continuously to the boundary?

Let $U$ be an open convex set in a locally convex space $X$, and let $f : U \to [0,1]$ be a log-concave function on $U$ (i.e., bounded and real-valued). Under what conditions does $f$ have a ...
1
vote
0answers
387 views

Does the dual Banach space $B(\ell^\infty)$ have weak* normal structure?

Let $K$ be a bounded closed convex subset of a Banach space $E$. A point $x$ in $K$ is called a diametral point if $$ \sup_{y\in K} \|x-y\|={\rm diam}(K). $$ where ${\rm diam}(K)$ denotes the ...
2
votes
2answers
335 views

If $K$ and $L$ are compact convex sets with smooth boundary, does their union have piecewise-smooth boundary?

Clarification: by "piecewise", I mean a finite number of pieces. I'm sure this must be true, but my search for a citation was in vain (although I did learn the new term "polyconvex"). Thanks!
1
vote
0answers
129 views

Lower semicontinuity of Bregman distances/divergences

For a Banach space $X$ and a convex functional $J:X \to [0,\infty]$ (i.e. with values in the extended reals), consider the associated Bregman distance: For $x,y\in X$ and $\xi\in\partial J(y)$: ...
3
votes
1answer
658 views

Lipschitz properties of minima/minimizers of convex functions of two variables

Suppose I have a function $f(x,y)$ from $\mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ that is convex in both $x$ and $y$. Set $g(y) = \min_{x} f(x,y)$ What I would like is for $g(y)$ to be ...
3
votes
3answers
579 views

Some questions about Invexity

Recently, I am looking into a non-convex optimization problem whose points satisfying KKT conditions can be obtained. Then the problem becomes how to decide whether the KKT conditions are sufficient ...
2
votes
1answer
270 views

Can subgradient infer convexity?

It is known that If $f:U→ R$ is a real-valued convex function defined on a convex open set in the Euclidean space $R^n$, a vector v in that space is called a subgradient at a point $x_0$ in $U$ if for ...
5
votes
1answer
400 views

Polygons and mirrors

Given a point $A$ inside a non-convex polygon $P$, is it always possible to place a finite set of mirrors (not necessarily along the boundary of $P$, any position inside $P$ is allowed) given by ...
0
votes
1answer
285 views

Convex sets and projections

Hello! I recently started (it's purely self-education) reading a "Mathematical programming and optimizations" book, did a vast part of the exercises related to the theoretical part and at one moment ...
5
votes
1answer
577 views

Orthogonal similarity of matrices

Given $M\in M_n({\mathbb R})$ and $\ell\in{0,\ldots,n-1}$, we define $$d_\ell(M)=\sum_{j=1}^nm_{j,j+\ell},$$ where the indices are understood mod $n$. In particular, $d_0$ is the trace operator. Let ...
0
votes
3answers
528 views

a different algebra/representation for convex sets

Hi, I was dealing with finding a feasible region for a set of norm inequalities and the feasible region is convex. The question is not about how to find the feasible region but how to represent the ...
8
votes
1answer
1k views

Banach-Mazur distance between $\ell^p$-norms

Let $E^n$ be the real or complex space of dimension $n$. If $N$ and $M$ are two norms over $E^n$, and if $A$ is an endomorphism, then $$\|A\|^M_N:=\sup_{x\ne0}\frac{M(Ax)}{N(x)}$$ is an operator norm ...
11
votes
2answers
833 views

convex hull of k random points

suppose we have $k$ points placed uniformly at random in the unit cube in $\mathbb{R}^n$. what is the probability that their convex hull has all of the $k$ points as extreme points? [if it would be ...
5
votes
1answer
387 views

Convexity and Strong convexity of subsets of Surfaces

In the book Riemannian geometry - modern introduction by Isaac Chavel, three different definitions of convexity are introduced. I am looking for an example of a set which is convex but not strongly ...
2
votes
1answer
250 views

A differential inclusion relating to the slope of a convex function

This question is concerned with a possible lemma which would be very useful in one of my current research projects, but which I am currently unable to prove. The project as a whole relates to the ...
22
votes
6answers
10k views

Is all non-convex optimization heuristic?

Convex Optimization is a mathematically rigorous and well-studied field. In linear programming a whole host of tractable methods give your global optimums in lightning fast times. Quadratic ...