All Questions
Tagged with convex-optimization multivariable-calculus
4 questions
3
votes
1
answer
623
views
Strong convexity inequality w.r.t. infinity norm $\lVert\cdot\rVert_{\infty}$
Consider a twice differentiable 1-strongly convex function $f:\mathbb{R}^n \to \mathbb{R}$.
Is it true that there exists $\alpha>0$ independent of $n$ such that, for all $x \in \mathbb{R}^n$:
\...
2
votes
1
answer
106
views
Is $f^{-a}$ locally integrable if $f\geq 0$ has a unique stationary point ( a minimum) at which the Hessian is positive definite, $0<a<d/2$
Let $0<a<d/2$, let $B$ be the unit ball in $\mathbb{R}^{d}$ centered at the origin, and let $f:B \to [0,\infty[$ be a a smooth function such that
(1) $f(x)\geq f(0).$
(2) $\nabla f(x)\neq 0,\...
2
votes
1
answer
154
views
Is the optimum of this problem convex in the constraint parameter?
Let $f:\mathbb R^+ \to \mathbb R$ be a smooth function, satisfying $f(1)=0$, and suppose that
$|f|$ grows with the distance from $1$: $|f(x)|$ is strictly increasing when $x \ge 1$, and strictly ...
0
votes
1
answer
75
views
Clarification about this optimisation problem
Good morning everybody. First of all, I apologise to ask here the same question I asked on MSE three days ago, but I am in fact re-asking since I obtained no relevant advice. Perhaps I will hear some ...