Questions tagged [convex-analysis]
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503
questions
0
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0
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70
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Verifying the Cauchy behavior of a sequence
Let me consider the iteration $x_{n+1}=Tx_n$ and $T$ is a self-map from a non-empty subset $K$ of a smooth Banach space $X$ to itself, satisfying $W(Tx, Ty) \leq W(x, y)$, where $W(x, y)=\Vert x \Vert^...
7
votes
3
answers
598
views
A continuous version of Carathéodory's convex hull theorem
A well-known theorem of Caratheodory states that any point in the convex hull of a set $X\subset R^n$ lies in the convex hull of at most $n+1$ points of $X$. I am wondering about a version of this ...
0
votes
1
answer
64
views
Optimality condition for strongly convex function under sparsity constraint
Let $f: \mathbb{R}^p \to \mathbb{R}$ be a $2s$-sparse strongly smooth, $2s$-sparse strongly convex and twice differentiable function. In other words, there exists positive constants $\alpha, L >0$ ...
2
votes
1
answer
118
views
Is it true that the set $\{x\colon \partial\phi(x)\subset B_r(0)\}$ is convex when $\phi$ is convex?
Let $\phi\colon \mathbb{R}^n\to \mathbb{R}$ be convex. Is it true that the sets
$$
A_r = \{x\in \mathbb{R}^n\;\colon\; \partial \phi(x) \subset B_r(0)\},\quad r>0,
$$
are convex?
For $n=1$ this ...
1
vote
1
answer
122
views
Projection of an element of the $n$-simplex onto subset
Let $\mathbb{S}^{n}$ denote the $n$-dimensional probability simplex and let $\{e_1,...,e_{n+1}\}$ be the canonical basis of $\mathbb{R}^{n+1}$. Consider the subset $\mathbb{S}^{n}(K) \subset \mathbb{S}...
0
votes
1
answer
123
views
Property of $p$-norm in the $n$-simplex
Let $\mathbb{S}^{n}$ be the canonical simplex of $\mathbb{R}^{n}$ and let $u = (1/n,\dotsc,1/n)$. Is it true that
$$\lVert x - u \rVert_p \leq \lVert y - u \rVert_p$$
implies that
$$\lVert x\rVert_p \...
5
votes
2
answers
414
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Extending a convex function to a higher dimensional domain
Let $D\subset{\mathbb R}^2$ be the unit disk, and $I=(-1,1)$.
Let $v\in C^2(\bar I)$ be a convex function.
Does there exist a convex function $u\in C^2(\bar D)$, such that on the one hand $u(\cdot,0)=...
1
vote
1
answer
123
views
Derivative of Moreau envelope in Hilbert space with respect to regularization parameter $\lambda$ using Hopf-Lax formula?
Let $\mathcal H$ be a Hilbert space, $f \colon \mathcal H \to (- \infty, \infty]$ a proper, convex, lower semi-continuous function and $\lambda > 0$.
The $\lambda$-Moreau envelope of $f$ is
$$
f_{\...
2
votes
0
answers
44
views
Instances of c-concavity outside of optimal transport?
Let $X$ and $Y$ be metric spaces, and let $c:X\times Y\rightarrow \mathbb{R}$ be a nonnegative function which we refer to as a cost. For any $\phi:X\rightarrow \mathbb{R}$ and $\psi:Y\rightarrow \...
0
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0
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65
views
Is a bounded measurable convex function above its interior lower semi-continuous convex envelope?
Let $E$ be a locally convex topological vector space, let $C$ be a convex set which matches the closure of its relative interior $\mathring C=\{ x\in C : \forall y\in C,\exists z\in C,~x\in\mathopen]y,...
0
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0
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34
views
For a convex body $K\subset R^n$, does the quantity $\min_{t>0} E[t^{-1} \|tg - \pi_K( t g)\|_2]$ have a name? Where has it been studied?
Consider a convex compact set $K\subset R^n$ (with non-empty interior if that helps).
Let $\Pi_K:R^n\to K$ be the projection onto $K$, defined as
$$
\Pi_K(x) = \operatorname{argmin}_{k\in K} \|k-x\|
$$...
-1
votes
1
answer
66
views
Regions when a concave function is smaller than another concave function
Let $f_1,f_2:[0,1]\mapsto\mathbb{R}$ be two bounded and concave functions. Assume $f_1(0)<f_2(0)$ and $f_1(1)<f_2(1)$. I want to investigate the set $\mathcal{X}\triangleq\{x\in[0,1]: f_1(x)>...
1
vote
1
answer
123
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Is a bounded convex function $g$ that is non-negative on this particular convex set also non-negative on the its closure?
Setup :
Let $S$ be the simplex on $\mathbb N$, i.e. the set of probability distribution on the natural numbers. Suppose we have $p\in S$ such that, for all $n\geq 1$, $p_n > 0$. For any $\emptyset\...
1
vote
1
answer
108
views
Properties of the relatively bounded probability distributions on the simplex over the natural numbers
Setup :
Let $S$ be the simplex over $\mathbb N$, i.e. the set of probability distribution over $\mathbb N$. Let $p\in S$ be such that $0 < p_n$ for all $n\in \mathbb N$. Let $H$ be the Hilbert ...
1
vote
1
answer
174
views
Does an uncountable convex combination of elements of a set lie in the convex hull of the set in finite dimension?
Suppose that $\mathcal{F}$ is a finite-dimensional vector space and that $C\subseteq\mathcal{F}$ is a convex subset of $\mathcal{F}$.
Is it true that an uncountable convex-combination of elements of $...
2
votes
0
answers
53
views
Convex combination of cyclically monotone sets
I want to show the following statement, but I am not sure how.
Proposition(?):
Let $C \in \mathbb{R}^d$ be a compact convex set, and let $u, v : C \to \mathbb{R}$ be smooth convex functions.
Suppose
$$...
0
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0
answers
90
views
Primal optimal attained implies dual optimal attained
Given some optimization problem
$$\min_{x \in S \subset \mathbb{R}^n} f_0(x) \quad \text{s.t.} \quad f_i(x) \leq 0, \quad 1\leq i\leq m$$
we can find the dual problem
$$\max_{\lambda\in\mathbb{R}^m} g(...
1
vote
1
answer
119
views
On the additive property of the subdifferential of lower semicontinuous functions
Let $f:\mathbb R\to\mathbb R$ be a lower semicontinuous function, we define the Fréchet subdifferential of $f$ at $x\in\mathbb R$ by
$$\partial^F f(x):=\left\{L\in\mathbb R: \liminf_{v\to0}\frac{f(x+v)...
4
votes
1
answer
163
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Convex hull of 3 points in Cartan-Hadamard manifolds
Can the convex hull of $3$ points in a Cartan-Hadamard manifold be smooth?
A Cartan-Hadamard manifold $M$ is a complete simply connected manifold with nonpositive curvature (so it includes the ...
1
vote
1
answer
71
views
Is this notion of being "fully" convex closed under set addition?
While reading through "Linear Operators: General theory" by "Jacob T. Schwartz", reading the corollary to II.10.1 which states that for a compact convex subset $C$ of some ...
1
vote
1
answer
90
views
If $|P|<\infty$ and $C=P\cap\partial(\textrm{Conv}(P))$, then $P\subset\textrm{Conv}(C)$?
That is, if $P$ is a finite set, and $C$ is the set of points in $P$ which lie on the boundary of the convex hull of $P$, then is $P$ contained in the convex hull of $C$?
It seems true intuitively. In ...
2
votes
1
answer
141
views
Lipschitz smooth convex extension
Assume that convex $f: S \to \mathbb{R}$ with $L$-Lipschitz continuous gradient on some convex compact $S \subset \mathbb{R}^d$ is given. It would be very helpful if there existed function $F$ such ...
3
votes
1
answer
144
views
Is a compact set of extreme points contained in a compact face?
I have run into the following question in convex analysis, which I haven't found answered in the literature:
Suppose that $K$ is a "nice-enough" non-compact convex subset of a Hausdorff ...
2
votes
1
answer
221
views
Boundary points in $\overline{\operatorname{conv}\{z_i\}_{i\in I}}$
Let $X$ be an infinitely-dimensional Banach space and $\{z_i\}_{i\in I}$ be a set of linearly independent points in $X_{\leq 1}$, the closed unit ball of $X$. $I$ the index set is not necessarily ...
5
votes
1
answer
365
views
Is there a Borel measurable $f:\mathbb{R}^d \to \mathbb{R}^d$ such that $f(x) \in \partial \varphi (x)$ for all $x$?
Let $\varphi: \mathbb{R}^d \to \mathbb{R}$ be a convex function. The subdifferential of $f$ at $x$ is defined as
$$
\partial \varphi (x) := \{z \in \mathbb{R}^d : \varphi(y) \geq \varphi(x) + \langle ...
0
votes
0
answers
53
views
Zero flux along lines
I am considering the $L^1$ ball in $\mathbb{R}^d$, and a conservative vector field $V$ on it, which arises as the gradient of a bounded, almost-everywhere Lipchitz-function. Denoting by $e_i$ as the i’...
2
votes
1
answer
139
views
Distance between convex hulls in a bounded closed convex set
Let $X$ be an infinite-dimensional Banach space and $C\subseteq X$ be a bounded closed convex subset. Let $\{z_i\}_{i\in\mathbb{N}}$ be a sequence of linearly independent points in $C$ and for each $n\...
1
vote
0
answers
164
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Monotone likelihood ratio of convolved power function kernel, $p\ge 3$
It was shown in a previous answer that for: $f(x)=|x|^p$, $\;x\in \mathbb{R}$, $\;p>2$, defining the density:
$$p(\phi;\theta) = \Big(f\big(\hspace{-1pt}\cos(\phi-\theta)\big) - f\big(
\hspace{-1pt}...
3
votes
1
answer
34
views
A converse question about the polyhedrality under linear mapping
It is quite well known that for any polyhedral set $K$ and any linear mapping $A$, the set $AK$ is polyhedral and hence closed. I am more curious about the converse problem, namely:
Suppose $K$ is a ...
1
vote
0
answers
49
views
Extension of averaged nonexpansiveness for mappings that are not self maps
Let $\mathcal{H}$ be a Hilbert space and let $\alpha \in (0,1)$. We say that an operator $f:\mathcal{H} \rightarrow \mathcal{H}$ is
Nonexpansive if $\|f(x)-f(y)\|_{\mathcal{H}} \le \|x - y\|_{\...
2
votes
1
answer
140
views
Log-concavity of the difference of the second anti-derivative of Gaussians
I would like to prove the following but I couldn't manage to do it. Let $a>b>0$ be two real numbers. Let $f$ be the function defined as:
$$\forall \sigma>0, ~\forall x\in\mathbb{R},~f_\sigma(...
0
votes
0
answers
127
views
Convex conjugate of the sum of smallest elements
I recently came across this problem to find the conjugate function of the sum of $r$ smallest elements in a vector
$$f(x) = \sum_{i=n-r+1}^{n}x_{[i]} \text{ for } x \in \mathbb{R}^n$$
where $x_{[i]}$ ...
1
vote
0
answers
262
views
Monotone likelihood ratio of a kernel based on $\log(\cosh(x))$
Let $f(x) = \log(\cosh(x))$, and define the kernel density:
$$p_r(\phi;\theta) = \Big(f\big(r\cos(\phi-\theta)\big) - f\big(r\cos(\phi+\theta)\big) \Big)\hspace{0.5pt} \frac{\sin(2\phi)}{\sin(2\theta)}...
1
vote
1
answer
107
views
Monotone likelihood ratio of densities based on power function
Given $p,\phi,\theta \in \mathbb{R}$ such that $p>2$ and $0 \le \phi,\theta\le \pi/2$ define the density function:
$$f(\phi;\theta) =
\mbox{$\Large\frac{1}{p B\big(\hspace{-1pt}\frac{3}{2},\frac{p+...
0
votes
1
answer
30
views
Sign Regularity of a Density Kernel with Convexity Properties
(Asking a final time in a new question because the previous version had insufficient conditions, as pointed out in the answer there.)
Define the densities:
$$p(\phi;\theta,r) = \Big(f\big(r\cos(\phi-\...
1
vote
1
answer
83
views
Monotone likelihood ratio of a family of densities with convexity property
(Asking again in a new question because the previous version had insufficient conditions, as pointed out in the answer there.)
Define the densities:
$$p(\phi;\theta,r) = \Big(f\big(r\cos(\phi-\theta)\...
1
vote
1
answer
120
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Monotone likelihood ratio of a family of densities with compact support
Define the family of densities:
$$p(\phi;\theta) = \Big(f\big(\hspace{-1pt}\cos(\phi-\theta)\big) - f\big(\hspace{-1pt}\cos(\phi+\theta)\big)\Big)\hspace{0.5pt} \frac{\sin(2\phi)}{\sin(2\theta)}, \...
2
votes
2
answers
152
views
Log convexity of hypergeometric function for $a,b,c>0$
Prove that:
$$ f(x) = \log\big(
{}_2F_1(a,\,b\,;\,c\,;\,x^{-1})\big),\;\;a,b,c>0
$$
is convex (and decreasing) on $(1,\infty)$.
It actually seems that the stronger result that $f\big((x+1)^{\beta}\...
0
votes
0
answers
58
views
A generalization of relative interior?
In an infinite-dimension space, the relative interior of a non-empty convex set may be empty. I was wondering whether there is a concept (as a generalization of relative interior) with the following ...
4
votes
1
answer
153
views
Uniqueness of critical points for Lipschitz perturbations of uniformly convex Hamiltonians
Consider a macroscopic free energy functional of the form
$$\mathcal{F}_\beta(\mu):= \frac{1}{\beta}\int_{\mathbb{R}^d}\log(\mu)\mu dx + \int_{\mathbb{R}^d}V(x)\mu(x)dx + \iint_{(\mathbb{R}^d)^2}g(x-y)...
1
vote
1
answer
54
views
Generalised Lebesgue transform continuous wrt. strict topology?
Let $X$ and $Y$ be $\sigma$-compact spaces, and $\mu$ [resp. $\nu$] be a regular Borel probability measure on $X$ [resp. $Y$].
For a bounded continuous $c:X\times Y\rightarrow\mathbb{R}$, consider the ...
0
votes
1
answer
63
views
Continuity of generalised Legendre transform
Let $X$ and $Y$ be $\sigma$-compact spaces, and $\mu$ [resp. $\nu$] be a regular Borel probability measure on $X$ [resp. $Y$].
For a bounded continuous $c:X\times Y\rightarrow\mathbb{R}$, we consider ...
1
vote
1
answer
183
views
Does the value function of a quadratic program stay convex when adding constraints?
I am interested in the value function of a quadratic program of the form
$$
v(y)=\min_x \frac{1}{2} x^\top Q(y) x,
$$
subject to a linear equality constraint
$$
E(y)x=d(y),
$$
and a linear inequality ...
4
votes
2
answers
210
views
On faces of polytopes
$\newcommand\ext{\operatorname{ext}}\newcommand\R{\mathbb R}$Let $A$ be a convex polytope in $\R^n$ with nonempty interior.
Consider the closed convex cone
$$K_A:=\{(l,t)\in(\R^n)'\times\R\colon\, l(x)...
0
votes
1
answer
89
views
On the extreme points of two convex sets
Let $A$ and $B$ be two compact convex sets (which may be assumed to be polytopes) in $\mathbb R^n$ such that $A\cap B\ne\emptyset$. Is it then always true that either $A\cap\text{ext}B\ne\emptyset$ ...
1
vote
1
answer
129
views
Link between asymptotic cone and the boundary of a convex set
For $n\geq 1$, let $f\in\mathcal{C}^2(\mathbb{R}^n ; \mathbb{R})$ such that $f^{-1}(\mathbb{R}_-^*)\neq\varnothing$ and $\forall x\in\mathbb{R}^n$: $\nabla f(x)\neq 0$ and $\mathcal{Hess}f(x)$ is ...
4
votes
1
answer
437
views
A potential new norm for matrices and Horn's inequalities
I am investigating a function defined in terms of the singular values of matrices. Initially, I simplified the problem by focusing on the eigenvalues of $2 \times 2$ Hermitian, positive-definite ...
0
votes
0
answers
80
views
Generalization of Kakutani-Ky Fan Theorem without convexity assumptions
Crossposted at Mathematics SE
I'm wondering if there exists some extension of the Kakutani-Ky Fan Theorem
Theorem. Let $K$ be a nonempty, compact and convex subset of a locally convex space $X$. ...
3
votes
1
answer
200
views
Interesting question about the Thomson problem for arbitrary number of electrons
This question is crossposted from here I believe this is a pretty hard question and so I decided to repost the question in the Math Overflow forum. If there is something wrong with doing this, I am ...
1
vote
1
answer
46
views
From relative convexity to modulus of continuity estimates for the dual gradient mapping
Let $F: \mathbf{R}^d \to \mathbf{R}$ be a convex function, let $m > 0$, and define $Q_m: \mathbf{R}^d \to \mathbf{R}$ to be the mapping $x \mapsto \frac{m}{2} \| x \|_2^2$. One says that $F$ is $m$-...