All Questions
25 questions
18
votes
1
answer
3k
views
How bad can the second derivative of a convex function be?
One can easily construct an example of a measurable function $f:(a,b)\to \mathbb{R}$ which satisfies the following property:
$$\label{p}\tag{P}
f\notin L^1(I),\ \mbox{for each interval}\ I\subset (a,...
- 409
9
votes
0
answers
978
views
Strong convexity of the trace of the square root of a matrix function
Any clues about how to prove that the following function is strongly-concave in $x$? (We conjecture it is $2$-strongly concave but cannot prove it. We have already proved strict concavity through ...
- 91
7
votes
1
answer
856
views
Compactness of set of indicator functions
Let $\chi_A(x)$ denote an indicator function on $A\subset [0,1]$. Consider the set
$$K=\{\chi_A(x): \text{ A is Lebesgue measurable in }[0,1]\}.$$
Is this set compact in $L^\infty(0,1)$ with respect ...
- 395
7
votes
0
answers
249
views
Proving this function is convex
Let $C$ be a symmetric positive definite matrix such that $0\leq c_{ij} \leq 1$, $c_{ii}=1$, and define $f$ as $$f(x)=\sum_{i}x_{i}\log(\sum_{j}c_{ij}x_{j})$$ for positive vectors $x$ (in fact let's ...
- 4,049
4
votes
2
answers
561
views
Reference request: concave/convex envelope
I'm seeking the references concerning on the regularity analysis of concave envelopes, i.e. given some measurable function $f:\mathbb R^d\to\mathbb R$ that is bounded from above ($d=1$ or $d\ge 1$), ...
- 1,835
4
votes
1
answer
317
views
Given convex l.s.c. function $f$, find decreasing convex function $\phi$ such that $f(x) \equiv \sup_y x\phi(y)-\phi(-y)$
Let $f: \mathbb R \rightarrow (-\infty,+\infty]$ be a lower-semicontinuous convex function.
Question
Under what futher conditions does there exists a convex decreasing function $\phi: \mathbb R \...
- 6,853
4
votes
0
answers
481
views
Generalized Jensen's inequality for positively homogeneous functions
The function $f:V \to \hat{\mathbb{R}}$ is said to be positively homogeneous iff $f(\alpha v) = \alpha f(v)$ for every $\alpha \in \mathbb{R}_{++}$. Here $V$ is a real vector space and $\hat{\mathbb{R}...
- 519
3
votes
1
answer
171
views
Characterization of a set in $\mathbb{R}^d$
Let $X= (X_1,\dots, X_d)$ be a fixed vector of random variables on the space $(\Omega, \mathcal{F}, \mathbb{P})$. Consider the following set.
\begin{equation}\label{main12}
C= \{x\in \mathbb{R}^d ~|~ ...
- 57
3
votes
0
answers
63
views
Is the collection of Schur convex functions sequentially compact?
We know in ROCKAFELLAR's convex analysis chap 10 that the collection of uniformly bounded convex functions on compact set is sequentially compact. I wonder if it is still true for the collection of ...
- 185
2
votes
1
answer
197
views
Prékopa-Leindler style inequality?
Does anyone know a simple proof of the following Prékopa-Leindler style inequality:
If we have $f_1,f_2,g_1,g_2$ strictly positive functions on $\mathbb{R}$ such that, for any $x_1,x_2 \in \mathbb{R}$,...
- 125
2
votes
1
answer
255
views
On the infimal convolution of two norms on $\mathbb R^n$
$\newcommand{\R}{\mathbb R}$For natural $n$, $a\in\R^n$, and real $t>0$, let
\begin{equation*}
K:=K_{n,t}(a):=\inf_{x\in\R^n}(\|a-x\|_2+t\|x\|_1),
\end{equation*}
\begin{equation*}
M:=M_{n,...
- 128k
2
votes
1
answer
141
views
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 ...
- 553
1
vote
1
answer
156
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)...
- 299
1
vote
2
answers
359
views
Goldowsky-Tonelli theorem for upper semi continuous function
Let $f:(0, \infty) \rightarrow \mathbb{R}$ be a convex and continuous function. We know that $\partial^{e} f(. )$(either right or left derivative) is non-decreasing and upper semi-continuous function. ...
- 1,043
1
vote
1
answer
114
views
Reference request: regularity of functionals on the space of probability measures
Let $\mathcal M=\mathcal M(\mathbb R^d)$ be the space of finite measures on $\mathbb R^d$, and $\mathcal P=\mathcal P(\mathbb R^d)\subset\mathcal M$ be the space of probability measures. Let $F:\...
- 1,835
1
vote
0
answers
79
views
Conditions on triangle inequality for integral kernel
Consider $\int_RK(x,y)f(y)dy$, where $K(x,y) \in M_+(R^2)$.
Let $L(t,s)$ be an iterated rearrangement of $K$. Let also $$
A(t,v)=\int_0^{1/v}L(1/t,s)ds,
$$
which is decreasing with $v$ and ...
- 343
1
vote
0
answers
303
views
Continuity of the Legendre transform of a Lipschitz function
Let $p > 1$, $f$ defined on $L^p(\mathbb{R}^n,\mathbb{R})$, locally Lipschitz and concave, with $f(x) = 0$ when $x \geq 0$ a.e. We define, with $q$ dual to $p$, for any $y\in L^q$ , $g(y) := \sup_{...
- 31
1
vote
0
answers
78
views
Potential for a Monotone Operator
[Cross-posted from math.stackexchange]
I have a question about understanding the proof of Theorem 4.11 in the paper A Potential Theory for Monotone Multivalued Operators (accessible here). The ...
- 291
1
vote
0
answers
389
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 ...
- 263
1
vote
0
answers
123
views
Generalization of concave envelope
Let $g:\mathbb R_+\to\mathbb R$ be a measurable function (which could be supposed to be bounded and Lipschitz if required). Let $\mathcal P$ be the collection of probability measures $\mu$ on $\mathbb ...
- 1,835
1
vote
0
answers
145
views
convergence of supergradient
Let $\{g_n\}$ be a sequence of concave functions defined on $\mathbb{R}$ and set
$$\lambda_n(x)=\lim_{\Delta x\to 0+}\frac{g_n(x+\Delta x)-g_n(x)}{\Delta x}$$
Assume there exists a concave function ...
- 1,835
1
vote
0
answers
217
views
convergence of concave envelope
Let $\{f_n\}$ be a sequence of uniformly upper bounded functions defined on $\mathbb{R}$ s.t. for every $x\in\mathbb{R}$
$$f_n(x)\to f(x),~ n\to\infty$$
Define $g_n$ and $g$ as the concave envelope ...
- 1,835
0
votes
1
answer
279
views
When does strict inclusion holds for the domain of subdifferential?
Recall that, given an extended real-valued function $f: \mathbb{R}^n \to (-\infty, \infty]$
Its effective domain is,
$$\text{dom}(f) = \{x \in \mathbb{R}^n : f(x) < +\infty\}$$
The subdifferential ...
- 103
0
votes
0
answers
80
views
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^...
- 85
0
votes
1
answer
603
views
A concave function as supremum of upper semi continuous is upper semi continuous
We define a affine(concave), upper semi continuous function and bounded function $f:X \to \mathbb{R}$, where $X \subset \mathbb{R}^{k}$ is compact and convex set. Assume that $T$ is an affine and ...
- 1,043