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0
votes
2answers
80 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 ...
5
votes
1answer
98 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 ...
2
votes
0answers
66 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 ...
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 ...
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 ...
10
votes
0answers
120 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
59 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 ...
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 ...
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
67 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: ...
5
votes
1answer
238 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 $B$ ...
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 ...
0
votes
0answers
96 views

Uniform convergence of difference quotients of a convex function

Let $f(\cdot):\mathbb{R}^n\rightarrow \mathbb{R}$ be a convex function. At $x$ denote the subdifferential by $\partial f(x)$ which is compact and closed. Now, define the approximation of $f$ around a ...
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 ...
0
votes
0answers
70 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
127 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 ...
13
votes
2answers
447 views

A natural center of a convex weakly compact set in Banach space

Question: Let $S$ be a convex weakly compact set in Banach space $H$. Propose a natural way to define the unique center $O \in S$. Motivation: A lot! For example, in game theory $S$ can be a set of ...
1
vote
0answers
59 views

Which matrix/operator in a cone has the largest negative spectral part?

Background: Let $\mathcal{K}$ be set (convex cone, if you like) of symmetric matrices of order $n$. Each matrix $A \in \mathcal{K}$ can be decomposed in a unique way as $A=A_{+}-A_{-}$, where ...
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 ...
55
votes
0answers
3k views

Volumes of Sets of Constant Width in High Dimensions

Background The n dimensional Euclidean ball of radius 1/2 has width 1 in every direction. Namely, when you consider a pair of parallel tangent hyperplanes in any direction the distance between them ...
0
votes
1answer
132 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 ...
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 ...
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: ${L}=\{X\in \mathbb R^3:f(X)\leq \epsilon^+\}$ ...
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 ...
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 ...
0
votes
1answer
140 views

necessary and sufficient conditions for a function to be DC

Hi, Does anyone know the necessary and sufficient conditions for a function to be a DC-function? Definition: A function is a DC-function if and only if it can be written as a differnece of 2 convex ...
6
votes
0answers
146 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 ...
0
votes
1answer
96 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} ...
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 $a$, $b$, ...
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, $ ...
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} ...
35
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 ...
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 ...
30
votes
0answers
892 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 ...