Questions tagged [convexity]
For questions involving the concept of convexity
600
questions
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Show this curve is convex
Consider the curve given by $x^4-x^3y+6x^3+x^2y^2 -2x^2y +11x^2-xy^3 -2xy^2 -3xy +6x +y^4+6y^3 +11y^2 +6y = 120A$ where $A$ is a positive integer. This curve is convex, and I know that to show that ...
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10
votes
1
answer
312
views
Convex functions in convex sets
Suppose $\Omega \subset \mathbb{R}^n$ is some bounded, convex set. For which domains $\Omega$ is it true that for every convex function $f:\Omega \rightarrow \mathbb{R}$ the average of the function in ...
3
votes
2
answers
82
views
Subdifferential of a convex function admits a continuous selection
Let $F$ be a continuous convex function on $\mathbb{R}^n$.
If the subdifferential $\partial F(x)$ of $F(x)$ admits a continuous selection, for every $x \in \mathbb{R}^n$, does it mean that $F$ is ...
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2
votes
1
answer
79
views
Submodularity of a particular function derived from a convex function?
Consider a convex function $f : \mathbb{R}^d \to \mathbb{R}$. Define now the set-input function $g_f : 2^{[d]} \to \mathbb{R}$ as follows,
\begin{align}
g_f(S) = \min \left\{ f(x) : x \in \mathbb{R}^d ...
- 287
3
votes
1
answer
358
views
An exercise on log-concave random variable on the real line
Let $X$ be a real random variable with log-concave density $f$. Assume that $E(X) =0$ and $E(X^2)=1$.
Show that there is a universal (independent of $X$) constant $c>0$ such that:
$$P(X\in[-1/2;0])\...
- 235
0
votes
0
answers
45
views
Representation of concave point-to-set maps
Given a point-to-set map $C: X \rightrightarrows Y$ defined by some vector valued-function $\mathbf{g}: X \times Y \to \mathbb{R}^n$ such that $C(x) \doteq \{y \in Y | g_1(x,y), …, g_n(x,y) \geq 0 \}$,...
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2
votes
1
answer
98
views
Tangent cone of a closed convex cone
Let $K \subset \mathbb{R}^n$ be a closed convex set. Given a point $u \in K$, the tangent cone of $K$ at $u$ is defined as (or characterized by)
$$
T_K(u) := \mathrm{cl}(\left\{ t (v - u) \mid v \in K,...
- 133
0
votes
0
answers
84
views
Does there exists a smooth reflexive infinite dimensional Banach space that is not strictly convex
It is known that in a reflexive Banach space, if the norm is strictly convex, then its dual will be smooth Banach space, and if the norm is smooth, then the dual norm is strictly convex.
We can find ...
0
votes
1
answer
99
views
Smoothness of a Hilbert space under an equivalent norm
Let us take the Hilbert space $l_2$ with an equivalent norm
$\Vert x \Vert = \max \{2 \Vert x \Vert_1, \Vert x \Vert_2 \}$, where $\Vert x \Vert_1 =( \sum_{n=2}^\infty x_n^2 )^{\frac{1}{2}}$ and $\...
4
votes
2
answers
112
views
Convex hull of bivariate normal random points
Let $n > 1$, and $p_1, \ldots, p_n \in \mathbb{R}^2$ be iid random points following a bivariate normal distribution (doesn't matter which one), and let $X_n$ be the number of vertices of convex ...
- 5,302
0
votes
0
answers
47
views
Is the absolute value of a complex quadratic form a convex real function?
Consider a complex vector space $V = \mathbb{C}^n$ and a quadratic form $Q(x) = x^TAx$ on $V$ where $A$ is a symmetric matrix i.e., $A^T = A$.
Is is true that the absolute value $|Q(x)|$, seen as a ...
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1
vote
2
answers
80
views
Establishing quasiconcavity
Let $f:\mathbb{R}_+\rightarrow\mathbb{R}_+$ be twice differentiable quasi-concave function satisfying $f(x)>0,\forall x \in \mathbb{R}_+$. Let $g:\mathbb{R}_+\rightarrow\mathbb{R}_+$ be a positive, ...
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4
votes
1
answer
104
views
Approximation of convex bodies by polytopes corresponding to smooth toric varieties
Let $P\subset \mathbb{R}^n$ be an $n$-dimensional polytope with rational vertices. There is a well known construction which produces an $n$-dimensional algebraic variety $X_P$ called toric variety. In ...
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2
votes
1
answer
137
views
Higher-order convexity
Let $f \in C^\infty(\mathbb R)$.
$f^{(1)}=f'\geq 0$ iff $\forall (a,b) \in\mathbb R^2,a\leq b$ then $f(a) \leq f(b)$
$f^{(2)}=f''\geq 0$ iff $\forall (a,b)\in\mathbb R^2,\forall t\in [0,1], f(ta+(1-t)...
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1
vote
1
answer
54
views
Any example of a multi-valued monotone maximal operator without subdifferential?
Is there an example of a multivalued maximal monotone operator that is not the convex subdifferential of a proper convex lower semicontinuous? Besides, among these type of operators, are there any ...
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11
votes
2
answers
517
views
Existence of an open convex set
Let $T$ be a normed vector space, $K\subseteq T$ compact and convex and $O\subseteq K$ convex and open in $K$ (i.e. open w.r.t. the subspace topology of $K$ inherited by $T$).
Can we find an open set $...
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1
vote
1
answer
128
views
Is a Lipschitz continuous gradient equivalent to this condition?
I know if a function $f: \mathbb{R}^n \to \mathbb{R}$ is $L$-smooth, i.e. its gradient $\nabla f$ is $L$-Lipschitz continuous, then it satisfies the following inequality for any $x, x_0 \in \mathbb{R}^...
- 133
0
votes
0
answers
42
views
On the convex inequality $x^2\leq u$
Suppose $x$ is in $[0,M]$ where $M^2$ is known and treated as constant in a convex program.
Consider the convex inequality $x^2\leq u$. The reverse inequality $u\leq x^2$ is non-convex. On the other ...
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4
votes
0
answers
125
views
A Lipschitzian's condition for the measure of nonconvexity
I'm actually working on the measure of nonconvexity and its application. Especially, the Eisenfeld–Lakshmikantham MNC defined - in a Banach space - by:
$$\alpha(A)=\sup_{b\in\overline{\operatorname{...
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5
votes
1
answer
135
views
On existence of a concave function
Let $a$ be a strictly positive $C^\infty$ smooth function on the unit interval. Does there exist a strictly positive $C^\infty$ smooth function $f$ on $I$ such that
$$ f’’(x) \leq 0\quad \text{and} \...
- 3,863
1
vote
0
answers
47
views
Comparison of solutions of Hamilton-Jacobi equations with different initial conditions
Consider a Hamilton-Jacobi equation:
$$u_{t} + f(u_{x}) = 0 \quad (x,t) \in \mathbb{R}\times [0,+\infty)$$
with two possible initial conditions $u(x,0) = g_{i}(x)$ for $x \in \mathbb{R}$ and $i=1,2$. ...
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0
votes
1
answer
58
views
Do subgradient inequalities hold for matrix convex functions?
Suppose $f$ is a matrix convex function over symmetric, positive semidefinite matrices with spectra in some interval $I$ [1]. That is, for $A,B\succeq 0$ with spectra in $I$, and any $\theta\in[0,1]$,
...
- 253
0
votes
1
answer
71
views
On the measure of nonconvexity (MNC)
I'm actually working on the measure of nonconvexity and its application. Especially, the Eisenfeld–Lakshmikantham MNC defined - in a Banach space - by:
$$\alpha(A)=\sup_{b\in\operatorname{conv}(A)} \...
- 291
7
votes
0
answers
323
views
Are there any characterizations of $C^2$ convex functions?
There are several characterizations of convex functions with the Lipschitz continuous gradient. If we already know that the function is of class $C^1$, then we have the following equivalent conditions:...
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1
vote
1
answer
110
views
Are convex functions on manifolds the same as $c$-convex functions, where $c(x,y)=d(x,y)^2/2$?
I am reading the following book on optimal transport. While reading I came across the following definition of $c-$convexity.
Given $X$ and $Y$ metric spaces, $c: X \times Y \rightarrow \mathbb{R}$, ...
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0
votes
0
answers
42
views
"More" cyclical monotonicity
Let $X$ and $Y$ be some finite sets. For a given function $f:X\times Y\rightarrow \mathbb{R}$, we say a set $S\subset X\times Y$ is $f$-cyclically monotone if for any sequence $(x_1,y_1),...,(x_n,y_n)\...
- 1
2
votes
2
answers
166
views
Elementary convexity example
I'm trying to check that certain examples of Young functions in the harmonic analysis literature are actually Young functions, and in doing so need to prove the following convexity-like inequality for ...
0
votes
1
answer
57
views
Strict inclusion for recession cone of closure of a convex set
Let $C$ be a nonempty closed convex subset of $\mathbb{R}^n$. The recession cone of $C$ is given by
$$R_C=\left\lbrace d\in\mathbb{R}^n:x+td\in C, \forall t>0, \forall x\in C\right\rbrace.$$
It is ...
- 29
1
vote
0
answers
127
views
The image of zero-measure set under normal mapping is Lebesgue measurable
Let $u$ be a convex function defined on a bounded open set $\Omega$ in $\mathbb{R}^n$. Then $u$ is twice differentiable a.e. Let $E_u$ be the set on which $u$ is not twice differentiable. Then $E_u$ ...
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6
votes
2
answers
201
views
For most directions does the supporting hyperplane meeting a bounded convex set meet it in one point?
Let $C\subseteq \mathbb R^n$ be non-empty, convex and compact. For $v\in S^{n-1}$, let $H_v$ be the supporting hyperplane in the direction of $v$ (i.e., $H_v$ is the boundary of the smallest closed ...
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18
votes
3
answers
652
views
Convergence of convex functions
I can prove the following result.
Theorem 1. Let $f_n:\mathbb{R}^n\to \mathbb{R}$ be a sequence of convex functions
that converges almost everywhere to a function $f:\mathbb{R}^n\to\mathbb{R}$.
Then ...
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7
votes
0
answers
103
views
What is the closed cone generated by constant and coordinate functions and closed under taking $f\mapsto\max(f,0)$?
Let $C$ be the smallest closed convex cone of functions from $\mathbb{R}^n$ to $\mathbb{R}$ that contains all constant functions, all coordinate functions, and such that $\max(f,0)\in C$ whenever $f\...
- 2,524
0
votes
0
answers
123
views
Lipschitz map on positive definite cone of $n$-by-$n$ matrices
A function matrix $f : X \to \mathbb R$ is a convex Lipschitz continuous matrix function with Lipschitz constant $\mathrm L$ with respect to a fixed given norm $\|\cdot\|$, i.e., $|f(A)-f(B)| \leq \...
- 1
2
votes
1
answer
249
views
Intersection of the simplex with a linear subspace of codimension $2$
The sets are defined in $\mathbb{R}_+^n$ $(n\geq 1)$. The relative interior of a convex set $C$ is denoted $\mathring C$.
Let $S$ be the $n$-simplex:
$$S=\left\{x\in\mathbb{R}_+^n,\,\sum_{i=1}^n x_i=1\...
- 513
2
votes
1
answer
99
views
Can we use the solution to two optimisation problems to solve a third, bigger, one?
Background
Say we have an optimization problem $$\min_x f(x) = g(x) + h(x)$$
where $g$ is differentiable and convex, and $h$ are convex but not necessarily differentiable. If $g$ is the mean squared ...
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0
votes
0
answers
45
views
Intersection of the simplex with a space vector
The sets are defined in $\mathbb{R}_+^n$ $(n\geq 1)$. The relative interior of a convex set $C$ will be denoted $\mathring C$. The codimension of a submanifold $M$ of a manifold $N$ will be denoted ...
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1
vote
1
answer
123
views
A question on convexity and conjugate points
Let $(M,g)$ be a compact smooth simply connected Riemannian manifold with a smooth boundary. Assume also that $(M,g)$ does not have any conjugate pairs of points. Let $\Gamma \subset \partial M$ be a ...
- 3,863
2
votes
1
answer
174
views
Concavity/convexity of distance-to-boundary function
For $\Omega$ a bounded open set of $\mathbf{R}^d$, denote $\mathrm{d}_\Omega:x\mapsto \mathrm{d}(x,\partial\Omega)$ the distance-to-boundary function.
If $\Omega$ is convex, a short argument recalled ...
- 2,410
0
votes
2
answers
191
views
Decreasing magnitude of spherical centroid
Let $\sigma$ be the uniform measure on $\mathbb{S}^{d-1}\subset \mathbb{R}^d$. For any region $R\subset \mathbb{S}^{d-1}$, let $X_R$ be a random variable which is uniformly distributed across $R$. We ...
0
votes
0
answers
68
views
Literature request: proving or disproving convexity of the optimal value function of semidefinite program (SDP) or convex optimization in general
Suppose I have a function $f:\mathbb{R}\rightarrow \mathbb{R}$ defined as the following parametric optimization problem:
$$f(p) = \inf_xf_0(x) \quad \text{subject to } \quad G(x,p)\leq 0,$$
where ...
5
votes
1
answer
210
views
Proving the set $\lbrace \frac{(x + y)^2}{\sqrt{y}} \leq x - y + 5, y > 0 \rbrace$ is convex
I have recently picked up a course on Convex Analysis in my spare time, but feel I'm not quite up to speed with the 'tricks' for proving a set is convex.
I have managed to prove this by moving all ...
2
votes
1
answer
318
views
Are there "pathological convex sets" over ultravalued fields of char 2?
In their book Topological Vector Spaces (2nd ed.) Lawrence Narici and Edward Beckenstein generalise convex sets for TVS over ultravalued field $K$ as $K$-convex sets. The definition goes as following:...
- 357
1
vote
1
answer
135
views
Lipschitz aspect of a projection on the boundary of a convex
Let $C$ be a closed convex set of $\mathbb{R}^n$ $(n\geq 1)$, with asymptotic cone $C^{as}$ having for interior $\text{Int}\big(C^{as}\big)$. Let $u\in\mathbb{R}^n\setminus\{0\}$ such that
\begin{...
- 513
4
votes
2
answers
322
views
Is this projection on the boundary of a convex Lipschitz?
Let $C$ be a closed convex set of $\mathbb{R}^n$ $(n\geq 1)$, and $u\in\mathbb{R}^n\setminus\{0\}$ such that $u$ does not belong to the asymptotic cone of $C$ and is nowhere tangent to $\partial C$. ...
- 513
5
votes
0
answers
95
views
Semilinear elliptic equation
Assume $u$ is a smooth solution for
$$
\Delta u + f(u)=0\qquad \hbox{in}\quad \Omega
$$
and $\Omega$ is a smooth convex domain in $\mathbb{R}^n$.
Is there a conjecture which are the weakest conditions ...
- 319
1
vote
1
answer
96
views
Intersecting points of increasing convex functions
Can two increasing and differentiable convex functions agree exactly on a countable set of cardinality greater than two?
- 15
3
votes
2
answers
194
views
Hausdorff dimension of the non-differentiability set a convex function
Let $X \subset \mathbb R^d$ be open, $f : X \to \mathbb R$ and
$$
E := \{x \in X : f \text{ is not Fréchet differentiable at }x\}.
$$
Then we have the following result which is
Theorem: If $X= \...
- 713
1
vote
1
answer
60
views
Volume ratio of polytopes with few vertices
The volume ratio of a convex body $K\subset \mathbb{R}^{n}$ is $v_r(K) = \inf_{\mathcal{E}\subset K} \left(\frac{Vol(K)}{Vol(\mathcal{E})}\right)^{1/n}$ where the infimum run over ellipsoids included ...
- 235
2
votes
1
answer
139
views
Gradient of a convex function on $\mathbb{R}^d$, maximum on hypercubes bounded by values in corners?
Let $f : \mathbb{R}^d \rightarrow \mathbb{R}$ be infinitely often continuously differentiable and convex.
For $d = 1$, we know that for any interval $[a, b]$, it holds for $x, y \in [a, b]$ that
$$
(f'...
- 1,055
6
votes
1
answer
272
views
Convex solutions of the Poisson equation
Let $D$ be a planar, bounded, convex open domain. Given a positive function $f:D\to(0,+\infty)$, let us consider the Poisson equation
$$\Delta u=f\quad\hbox{in }D.$$
Not specifying any boundary ...
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