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8
votes
1answer
267 views

Generalization of Popoviciu's inequality

Popoviciu's inequality states that for convex $f$ and numbers $x_1,x_2,x_3$, we have $f(x_1)+f(x_2) + f(x_3) + 3\cdot f(\frac{x_1+x_2+x_3}3) \geq 2\cdot f(\frac{x_1+x_2}2)+2\cdot ...
3
votes
1answer
136 views

A Generalized Version of Maximal Correlation and Hypercontractivity of Conditional Expectation Operator

Given a pair of random variables $(X,Y)$ over a product space $\mathcal{X}\times \mathcal{Y}$, the maximal correlation coefficient is defined as ...
3
votes
1answer
321 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 ...
4
votes
0answers
46 views

Linear projections of convex sets with unique preimages of boundary points

Fix a compact convex subset $C \subset \mathbb{R}^n$ with nonempty interior. For any subspace $S \subset \mathbb{R}^n$, let $P_S$ denote the orthogonal linear projection onto $S$. I'd like to claim ...
2
votes
0answers
106 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
1answer
110 views

TVS with null topological dual space

In that post, I give an example of a TVS for which the topological dual is equal to $0$. But in the example, there is no open convex subset different from the empty set or the space itself. Do you ...
5
votes
2answers
256 views

Minimum of squared sum minus sum of squares

I know that $$ \min_{\|x\|_2=1=\|y\|_2} \left(\sum_{k=1}^nx_ky_k\right)^2-\sum_{k=1}^nx_k^2y_k^2 \geq -1/2 $$ with equality whenever $|x_k|=\frac{1}{\sqrt{2}}=|y_k|$ for two coordinates. I'm ...
3
votes
1answer
139 views

Subconvexity bound for Hecke $L$-functions in the $s$-aspect

Let $L(s,\chi)$ be the $L$-function of a non-trivial Hecke character of a general number field $K$, so that $L(s,\chi)$ which has no pole or zero at $s=1$. I am looking for a reference for upper ...
3
votes
1answer
83 views

Gradient estimate of convex functions

Consider a special type of convex function $g(\cdot):\mathbb{R}^d \to \mathbb{R}_+\cup\{+\infty\}$ such that $g(x)=+\infty$ as $|x|\to \infty$. Then $g$ is differentiable almost everywhere within its ...
8
votes
0answers
185 views

Less complicated proof of this “obvious” fact about convexity

Let $C\subset \mathbb{R}^n$ be a compact, convex set. In any convex analysis course, it would be a standard homework exercise to prove that the functions $f(x)=\max_{y\in C} \|x-y\|$ and ...
3
votes
0answers
68 views

On the modulus of convexity of mixed-norm $\ell_{p_1,p_2}$ spaces

Let $\ell_{p_1,p_2}=(\mathbb{R}^{m\times n},\|\cdot\|_{p_1,p_2})$ be the space of $m\times n$ matrices endowed with the mixed-norm $$ \|X\|_{p_1,p_2} = \left( \sum_{j=1}^n \left( \sum_{i=1}^m ...
1
vote
1answer
46 views

monotonicity alike functions

assuming we have two smooth function ${f_1},{f_2}:{R^N} \to R$, under what condition, we have ${f_1}\left( {{{\bf{x}}_1}} \right) \ge {f_1}\left( {{{\bf{x}}_2}} \right) \leftrightarrow ...
38
votes
1answer
409 views

Continuous maps which send intervals of $\mathbb{R}$ to convex subsets of $\mathbb{R}^2$

Let $f : \mathbb{R} \longmapsto \mathbb{R}^2$ be a continuous map which sends any interval $I \subseteq \mathbb{R}$ to a convex subset $f(I)$ of $\mathbb{R}^2$. Is it true that there must be a line in ...
0
votes
0answers
55 views

Is the function below convex?

I have the following function $f(X)=(\sum(gmm^2(AX)-2gmm(AX)gmm(B)))||CX-D||^2$ where gmm is Gussian mixtures defined as $gmm(x)=\sum_{i=1}^{K}\omega_{i}\phi(x|\mu_{i},\Sigma_{i})$, $\omega$ is the ...
1
vote
0answers
89 views

When can sublinear growth imply concavity?

Consider a function $f(x,\lambda):\mathbb{R}^{2}_{+}\to\mathbb{R}_{+}$ that is uniformly continuous, smooth, lower bounded and convex. Let $\qquad g(\lambda)=\inf_{x}\;f(x,\lambda)$ We know that ...
2
votes
0answers
80 views

How to check if a manifold can be foliated by strictly convex hypersurfaces?

Let $M$ be a compact Riemannian manifold with boundary. How can one recognize whether the manifold can be foliated by strictly convex hypersurfaces? An exact definition is given below. If the ...
6
votes
3answers
625 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
0answers
121 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 ...
10
votes
2answers
380 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 ...
1
vote
1answer
85 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 ...
1
vote
0answers
43 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 ...
4
votes
1answer
183 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 ...
2
votes
1answer
95 views

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 ...
20
votes
13answers
3k views

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 ...
5
votes
1answer
323 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 ...
0
votes
0answers
27 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
0answers
140 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 ...
4
votes
2answers
531 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 ...
2
votes
1answer
168 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 $f$ ...
6
votes
2answers
269 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 ...
10
votes
1answer
5k 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 ...
1
vote
1answer
48 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 ...
6
votes
1answer
248 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 ...
2
votes
7answers
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 ...
3
votes
1answer
84 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 ...
1
vote
0answers
67 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 ...
0
votes
2answers
116 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
0answers
50 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) \ ...
6
votes
1answer
241 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 ...
0
votes
0answers
55 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 ...
7
votes
0answers
372 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, ...
5
votes
0answers
96 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 ...
3
votes
0answers
101 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 ...
3
votes
1answer
117 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 ...
25
votes
6answers
12k 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 ...
3
votes
1answer
94 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 ...
2
votes
1answer
135 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 ...
2
votes
0answers
62 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 ...
0
votes
0answers
119 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 ...
4
votes
2answers
279 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 ...