The convexity tag has no wiki summary.

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### Fastest 'Oracle' Algorithm for satisfying a single linear constraint on a convex set?

In this paper by Arora, Hazan, and Kale (http://www.cs.princeton.edu/~arora/pubs/MWsurvey.pdf) a method is given for using the Multiplicative Weights Update algorithm to quickly solve Linear Programs ...

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**13**answers

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### Generalizations of the Birkhoff-von Neumann Theorem

The famous Birkhoff-von Neumann theorem asserts that every doubly stochastic matrix can be written as a convex combination of permutation matrices.
The question is to point out different ...

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**1**answer

275 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 ...

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**1**answer

33 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 ...

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**0**answers

20 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 ...

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49 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 ...

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**2**answers

479 views

### Does the minima of a sequence of convex convergent functions converge?

Suppose $f_1,f_2,\ldots $ is a sequence of convex functions that converges to a continuous convex $f$. Let $x_1^*,x_2^*$ be their respective (not necessarily unique) minima, and let y be a minima of ...

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156 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 $f$ ...

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177 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 ...

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**1**answer

4k views

### Eigenvalues of product of two symmetric matrices

This is mostly a reference request, as this must be well known!
Let $A$ and $B$ be two real symmetric matrices, one of which is positive definite. Then it is easy to see that the product $AB$ (or ...

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**1**answer

246 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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**1**answer

42 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 ...

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**1**answer

232 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 ...

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4k views

### Extreme point compact convex set.

The Krein-Milman theorem shows that a compact convex set in a Hausdorff locally convex topological vector space is the convex hull of its extreme points.
It seems this implies that a compact convex ...

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**1**answer

62 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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24 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

92 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.

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44 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) \ ...

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**1**answer

225 views

### Monotonicity of Loewner ellipsoid?

Given two $0$-symmetric convex bodies $K \subset L \subset \mathbb{R}^n$, is it true that the Loewner ellipsoid of $K$ is contained in the Loewner ellipsoid of $L$?
I have just finished proving a ...

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34 views

### proving that a complicated function is concave or strongly uni-modal

I am trying to prove the concave property for a complicated function during my research project (imperfect maintenance modelling for starter) which has the following form:
$\eta(t)= \alpha \beta ...

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**0**answers

344 views

### Minkowski's Inequality for Integrals in Orlicz spaces

EDIT: I have changed the question to have less parameters, fitting it into the context of Orlicz spaces.
Suppose $f:[0,\infty)\to[0,\infty)$ is convex and increasing, ...

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77 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 ...

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### 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 ...

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**1**answer

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### 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 ...

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### 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 ...

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### 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
...

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**1**answer

130 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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### 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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### 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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249 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 ...

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174 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 ...

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606 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 ...

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211 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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### 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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### 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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### 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 ...

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113 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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**1**answer

106 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 ...

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**1**answer

78 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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126 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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108 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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### 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 ...

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**1**answer

75 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{ - ...

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### 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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### 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 ...

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**1**answer

375 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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### 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 ...

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### Weighted area of a Voronoi cell

Let $X = \{ x_1,\dots,x_n\} $ denote a set of $n$ points in the unit square $S = [0,1]\times[0,1]$, and let $w = \{w_1,\dots,w_n\}$ denote a set of weights corresponding to the $n$ points in $X$. ...

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**1**answer

204 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 $p$, $q$ ...

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154 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 ...