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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 ...
