# Questions tagged [convex-analysis]

The convex-analysis tag has no usage guidance.

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### Second order necessary and sufficient conditions for convex nonsmooth optimization

For convex smooth optimization, first and second order necessary and sufficient conditions are well known. Does such standard second order necessary and sufficient conditions exist for convex ...

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### Reference for Minkowski functional when 0 is not in the interior

The Minkowski functional on a normed linear space $E$ is usually defined for convex (or sometimes even non convex) subsets $C$ of $E$ such that $0 \in \operatorname{int}(C)$. Is there any standard ...

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### Product of concave functions and harmonic mean

I discovered something interesting, and I would like to know whether it is a known result or not. Say that a function $f: \Omega \subset \mathbb{R} \rightarrow \mathbb{R_+^*}$ is $\alpha$-concave if $...

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53 views

### Smooth dependence of convex functions on Monge-Ampère measure

Let $\Omega\subset\mathbb{R}^2$ be a bounded convex domain, $f$ be a positive smooth function on $\Omega$ and $\phi:\partial\Omega\rightarrow\mathbb{R}$ be a continuous function. It is known that as ...

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50 views

### Reference on vector-valued convex conjugate

The following definition of convex conjugate is taken from Wiki:
Let $X$ be a real topological vector space, and let $X^*$ be the dual space to $X.$
Denote the dual pairing by
$$\langle \cdot ,...

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169 views

### Boundary regularity for the Monge-Ampère equation $\det D^2u=1$

Let $\Delta$ be an open triangle in $\mathbb{R}^2$ and $u\in C^0(\overline{\Delta})\cap C^\infty(\Delta)$ be the convex function satisfying
$$
\det D^2u=1,\quad u|_{\partial\Delta}=0.
$$
Classical ...

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142 views

### Is this set in $\mathbb{R}^d$ closed? [closed]

Let $X$ be a convex set (in my case $X$ is infinite dimensional too) and for each $ i \in \{1,2,\dots,d \} $, let $f_{i}: X \rightarrow \mathbb{R} $ be convex functions where $C_{i} := \{ f_{i}(x) : x ...

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### Alternative characterization of epi-convergence

I am struggling with the proof of a property of epi-convergence.
We need the following definitions:
For a sequence of sets $(C^\nu)_\nu$ in $\mathbb R^n$, the outer limit is the set $\limsup_\nu C^\...

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115 views

### The perturbation of a convex function can also be convex?

$ W^{1,\infty}(D)\ni f:D\to\mathbb R, (x,y)\mapsto f(x,y)$, is a strictly increasing on both dimensions (i.e. if $x_1>x_2$ then $f(x_1,y)>f(x_2,y)$), lipschitz continuous function defined on a ...

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55 views

### Legendre transform on signed measure space

Let $X$ be an open set in $\mathbb{R}^n$ and $M(X)$ be the space of finite signed measures defined on $X$. $L(p)$ is a lower-semicontinuous convex functional defined on $M(X)$. My question is: (1) ...

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43 views

### Convex functions and infinite convex combinations

Let $f: D\rightarrow \mathbb R$ be a convex function on a convex subset in $\mathbb R^n$. Let $t_i>0$ with $\sum_{i=1}^\infty t_i=1$ and $x_\in D$ be such that the series $\sum_{i=1}^\infty t_i x_i ...

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51 views

### Given the following two assumptions, How to conclude $\lim_{k \rightarrow \infty}|\nabla g_r(y^{k})|=0 \ $?

Please refer attached 6-page short paper for details.
Let $M(y)=y+2r\nabla g_r(y)$.
Given $\ g_r(M(y^k))>g_r(y^k)+r|\nabla g_r(y^k)|^2, \forall k. \ $ (equation 36 in the paper)
and $ \ \lim_{k ...

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### Convexity on large scales

Has the following concept ever been studied/have a standard name?
Let $f:\mathbb{R}\to \mathbb{R}$ be continuous. We say $f$ is (mid-point) convex on large scales provided
$$f\left( \frac{x+y}{2}\...

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58 views

### Solve simple stochastic variational inequality

Let $Z$ be a random variable with finite mean $\mathbb E[Z]$ and let $\phi:(-\infty,\infty) \rightarrow (-\infty,\infty]$ be a convex l.s.c function which is differentiable at $z=1$ with gradient $\...

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### Dual representation of problems involving $f$-divergences

Studying some problems arising in decision-making under model uncertainty, I'm led to consider the following problems.
Let $\mathbb E_P$ and $\mathbb V_P$ denote the expectation and variance ...

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119 views

### Characterization of state spaces of Boolean algebras

A state space of a Boolean algebra is a Choquet simplex but not all Choquet simplices can be viewed as state spaces of Boolean algebras. Is it known which Choquet simplices are precisely state spaces ...

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### Extreme points of convex compact sets

Preparing to a lecture on Krein--Milman theorem I read in W. Rudin's Functional analysis textbook (1973) that it is unknown whether any convex compact set in any topological vector space has an ...

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### A property on some unbounded metric spaces

Suppose that $(X,d)$ is a metric spaces. Which condition(s) can guaranties the following property:
$\forall x, \forall y \in X, \exists \{z_n\}$ such that $\lim_{n\to +\infty } d(x,z_n)=+\infty$ and $\...

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51 views

### Reference Request: Differentiability of Moreau Envelope

I've recently come across many results discussing the differentiation of the Moreau envelope defined by
$$
e(f)(x)\triangleq \min_{h \in H} \|h-x\|^2 + f(z)
,
$$
where $f$ is a convex functional on a ...

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98 views

### a compact set with nonempty convex sections

Let $X = [0,1]^d$ be the unit cube in the $d$-dimensional Euclidean space.
For every $x \in X$ and every coordinate $i=1,2,\ldots,d$ denote by $x_{-i} := (x_j)_{j \neq i}$.
Given a set $Y \subseteq X$ ...

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### Why the convexity condition on the definition of a face of a convex set?

A face of a closed convex set $X\subseteq\mathbb{R}^n$ is defined to be a set $F\subseteq X$ such that:
$F$ is convex.
Every line segment from $X$ whose interior meets $F$ is contained in $F$.
Is ...

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### small perturbation of BV function

consider an interesting real analysis question:
define average operator on $[0,1]$:
$A_{\epsilon} f (x) = \frac{1}{2\epsilon}\int_{x-\epsilon}^{x+\epsilon} f(y) dy , f \in BV[0,1] $
( may clarify ...

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142 views

### Is the preimage of a face under an affine map a face?

Let $X\subseteq\mathbb{R}^n$ be a convex set. Let $\pi{:}\ X\to\mathbb{R}^m$ be a linear map, with $m<n$ (for example, a projection). Let $\pi^{-1}(y)=\{x\in X\mid\pi(x)=y\}$ denote the inverse of $...

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126 views

### A kind of exponential concavity for polynomials?

Is there $C > 0$ such that the inequality
$$
\prod_{n\in\mathbb{N}} p(n)^{a_n} \leq p\left(C\prod_{n\in\mathbb{N}} n^{a_n}\right)
$$
holds for all finitely supported sequences $(a_n)$ with $a_n\geq ...

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425 views

### Is KL divergence $D(P||Q)$ strongly convex over $P$ in infinite dimension

By KL divergence I mean $D(P||Q) = \int dP \log(\frac{dP}{dQ})$. I am looking for the conditions under which this strong convexity is true and possible references. I could not find an answer for ...

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### concavity of $\log [ (1+\frac{x_0}{1+x_0+x_1/2+x_2/4}) (1+\frac{x_1}{1+x_0/4+x_1+x_2/2}) (1+\frac{x_2}{1+x_0/2+x_1/4+x_2}) ]$

Let $f:~ [0,1]^3 \rightarrow \mathbb{R}$ be
$$
f(x_0,x_1,x_2)= \log \left[ \left(1+\frac{x_0}{1+x_0+\frac{x_1}{2}+\frac{x_2}{4}}\right) \left(1+\frac{x_1}{1+x_1+\frac{x_2}{2}+\frac{x_0}{4}}\right) \...

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### Star-convex curve and Fourier series

Let x(t) be a periodic function on [0, 2$\pi$].
I am interested in finding criteria in terms of the Fourier coefficients of x(t), such that the parametric curve $\left\{ x\left( t\right) ,\dot{x}\left(...

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### Quasi-concavity of $f(x)=\frac{1}{x+1} \int_0^x \log \left(1+\frac{1}{x+1+t} \right)~dt$

I want to prove that function
\begin{equation}
f(x)=\frac{1}{x+1} \int\limits_0^x \log \left(1+\frac{1}{x+1+t} \right)~dt
\end{equation}
is quasi-concave. One approach is to obtain the closed form ...

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### Every closed and convex subset of a uniformly convex metric space is Chebyshev?

I came across the statement ``Every closed and convex subset of a uniformly convex b-metric space is Chebyshev'' in [1]. Here, the term `convex' is in the sense of Takahashi. I tried looking up for ...

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### Are the sets whose convex hull surface admits multiple representations a shy set of sets?

Consider a compact subset $A$ of $R^n$. Let me call $A$ special if any point $x$ that is on the boundary of $\textsf{conv.hull}(A)$ admits a unique representation as a convex combination of points in $...

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### Volume of parametric integral of convex set

Given $t,\mu>0$. I am interested in computing the volume of the $n$-dimesnional set
$$\int_{0}^{t}e^{A(t-\tau)}\begin{pmatrix}0\\ 0\\ \vdots\\ 0\\1\end{pmatrix}U\:{\rm{d}}\tau,$$
where the set $U$ ...

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### Quasi-concavity of $f(x)=(1-\frac{x}{1000})\log_2(1+2^x)$ on $[0~1000]$

I want to prove that function $f:[0~1000]\rightarrow R$, $$f(x)=(1-\frac{x}{1000})\log_2(1+2^x)$$ is quasi-concave. Any idea how to do the proof? I already tried to prove that any super-level set is ...

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### Bound on sum of $n$th super-diagonal entries in a $2n$ by $2n$ PSD matrix

Let $A,B,C\in\mathbb{R}^{n\times n}$ be such that
$\left(\begin{array}{} A & B \\ B^T & C \end{array}\right)\succeq 0$. I would like to prove that
$$\mathrm{trace}\,B \le \sum_{i=1}^n \sqrt{\...

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### Optimization of generalized Fisher information over space of probability measures

Assume we already have $p(\theta)$ apriori desnsity function about unknown parameter $\theta$, and we consider an optimization problem as follows:
\begin{equation} \max_{P \in \mathcal{M}} \int_{\...

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### 1D functional equation: solve for function with given expected value w.r.t normal density

Given scalars $c_1, c_2 > 0$, how would one go about solving, for non-expansive (i.e 1-Lipschitz) $\phi: \mathbb R \rightarrow (-\infty,+\infty]$, the following equation
$$
\begin{split}
\mathbb ...

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### Convexity of the Frobenius norm of the product of matrices

I have a question similar to Convexity of the Frobenius norm of the product of two matrices. I am not able to comment on that question as I don't have enough reputation, and that is why I have asked a ...

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85 views

### subgradient calculus [closed]

I have to calculate a subgradient of the following function
$$
p(x) = \max\{e(Cy-Cx)\ :\ Cy \geq Cx, y \in X\},
$$
where $C$ is a $p\times n$ matrix and $X$ is a convex polyhedral set.
It is a non-...

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### On faces of convex sets of positive semidefinite matrices

A face $F$ of a convex set $C$ is a set such that, if $x \in F$ is a convex combination of other elements in $C$, then they must also be in $F$. I will denote by $F(C,x)$ the smallest face of $C$ ...

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### In convex optimization we know that the optimum solution is on which hyper plane

We have a standard linear program, I mean a set of inequalities $c_i^Tx\leq b_i$ where $i\in \{1,\ldots ,k\}$ and we want to find $max\{c^Ty| y\in \{\cap \{x|c_i^Tx\leq b_i\}\}$. I put some condition ...

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### Does a half plane contain intersection of some other half planes? [closed]

I'm doing research in Optimization and I have found this obstacle in the way.
If we have set of half planes like $c_ix\leq b_i$ where $i\in \{1,\ldots ,k\}$ there is an algorithm(it would be better ...

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### How is the minimax oracle used to find the oracle complexity of projected subgradient?

I am going through a set of blog posts on the complexity of projected gradient method.
https://blogs.princeton.edu/imabandit/2013/03/15/orf523-oracle-complexity-large-scale-optimization/ defines the ...

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### Weak to weak$^*$ continuity of the duality mapping

Let $X$ be a uniformly convex and uniformly smooth Banach space. We consider the duality mapping $J_p^X$ defined as the sub-gradient $\partial (\frac1p\|\cdot\|^p)$. Is there a characterisation of the ...

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68 views

### Norm of solution of quadratic program

In a quadratic program (QP), do linear equality constraints always reduce the norm of the minimizer? Specifically, let $P \succ 0$, $A \in \mathsf{M}_{m\times n}$ and $q\in\mathbb{R}^n$. Define
$$x^* ...

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248 views

### Is this function always bounded below?

Is there any global constant $C$ such that $$C<\frac{\sum_{i=1}^{n}x_{i}\log x_{i}-x_{i}+(1-x_{i})\log(1-x_{i})}{\sum_{i=1}^{n}x_{i}}+\log(\sum_{i=1}^{n}x_{i})-\log(\sum_{i=1}^{n}x_{i}^{2})$$ for ...

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### Inequality on permutation polytope

Let $a = (a_1, \cdots, a_n), b = (b_1, \cdots, b_n), c = (c_1, \cdots, c_n) \in \mathbb{R}^n$ with $a_1 \geq \cdots \geq a_n, b_1 \geq \cdots \geq b_n, 0 < c_1 \leq \cdots \leq c_n$.
In addition, ...

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### Mixtures of log-convex functions are log-convex: a reference

A referee of a submitted paper requested details on the statement that $\int_0^a e^{-tx^2}\,dx$ is log-convex in real $t$, for each $a>0$. While there are a number of ways to prove this statement, ...

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### example of convexity

Let $\mathcal{B}(F)$ the algebra of all bounded linear operators on a complex Hilbert space $F$. Let $(S_1,S_2)\in \mathcal{B}(F)^2$. We define
$$W(S_1,S_2)=\{(\langle S_1 y\; ,\;y\rangle,\langle S_2 ...

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### Sharp constant for inequality with convex functions

This is a follow up to this question, where the optimal constant was left open.
Let $P \subset \mathbb{R}^n$ be bounded, convex, and open. Let
\begin{equation}
\mathcal{H} := \{f : P \rightarrow \...

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### Do internal stable sets contain big manifolds?

Given two strictly concave functions $u_{i}$ with continuous derivatives in $\mathbb{R}^{k}$. We define their upper levels at a point $x$ of these functions as the set of points y such that $u_i(y)>...

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### Behavior of vector field that is the arg min of a convex function

Say $f(x,y)$ is a real valued function that is strongly convex and twice differentiable in both $x$ and $y$. Here $x$ and $y$ are real vectors of different dimensions. We define $y^\star(x)= \arg \...