All Questions
1,018 questions
1
vote
0
answers
28
views
Integral hull of a polyhedron Q is polyhedron
Let $Q \subseteq R^n$ be a rational polyhedron and let $Q_I=Convexhull(Q \cap Z^n)$. By finite basis theorem, we have $Q=P+C$ for some rational polytope $P$ and finitely generated cone $C$ where $C=R_+...
- 21
-1
votes
0
answers
41
views
Is it possible to backtrack an optimization solver? [closed]
I have an optimization problem and was using a linear programming optimizer to find solutions. However, I find that past a certain size, the problem becomes "infeasible" and has no solutions....
2
votes
1
answer
128
views
Reference request for elementary convex geometry property
I need to use the following lemma for a proof. It is an elementary result, which I am sure is well known, just I am not familiar enough with the relative literature to find a direct reference. Is ...
- 345
2
votes
1
answer
91
views
Does approximately null gradient imply approximately global minimum for convex functions?
Let $f: \mathbb{R}^{n} \rightarrow \mathbb{R}_{+}$ be a non-negative and differentiable convex function which vanishes in a non-empty convex set $\Omega$ - possibly unbounded. Usually, when one ...
- 225
0
votes
0
answers
21
views
Easy instance of set cover
I am trying to prove that a natural greedy algorithm solves the following instance of the set cover problem: for a set of elements $e\in U$ with a set of weights $w_e$, we define the cost of a subset ...
- 4,049
2
votes
0
answers
67
views
Two-terms Euler-Maclaurin formula for concave functions over polytopes
Let $P\subset\mathbb{R}^{n}$ be a lattice polytope (vertices are
in $\mathbb{Z}^{n}$). Set $P_{k}=P\cap k^{-1}\mathbb{Z}^{n}$ for
$k\geq1$. Given a concave function $\phi:P\rightarrow\mathbb{R}$
(...
- 73
7
votes
2
answers
242
views
Prove that $ n \leq d+1 $ under ordering constraints in $\mathbb{R}^d$
Let $x_1, \dotsc, x_n \in \mathbb{R}^d$ and $\theta_1, \dotsc, \theta_n \in \mathbb{R}^d$ be vectors such that for every $k \in [n]$, the following inequality holds:
$$
\langle x_k, \theta_k \rangle &...
1
vote
0
answers
60
views
Behaviour of the solutions of parametrized multivariable non-linear (non polynomial) system of equations
The following problem arose out of a research problem. Let us consider the $n \times n$ matrix valued function $[x_{i,j}(p)]$ (of $p$), satisfying
$$ \sum_j x_{i,j}(p) x_{k,j}(p)|x_{k,j}(p)|^{p}= \...
- 745
2
votes
4
answers
212
views
Efficient algorithm for graph problem
Let $D=(V,E)$ be a directed graph, $S,T\subset V$ and $f:V\rightarrow \{1,\ldots, k\}$ a positive, bounded weight-function and $l\in \mathbb{N}$, find a path $v_1,\ldots, v_l\in V$ with $v_1\in S$ and ...
- 157
1
vote
1
answer
40
views
Envelopes of functions with respect to some convex cone $\mathcal{F}$
Let's say we are given a function $f:\mathbb R ^d\to \mathbb R$ continuous. Assume that $\mathcal F$ is a convex cone of continuous functions ($\mathbb R^d$ to $\mathbb R$) closed under maxima. I am ...
- 291
1
vote
1
answer
106
views
Iterated optimal transport
Suppose we are interested in two consecutive transport plans (in the Kantorovich formulation). That is, we are given finite sets $X$, $Y$ and $Z$, endowed with probability measures $\mu_X$, $\mu_Y$ ...
- 13
2
votes
1
answer
132
views
Points of differentiability of convex functions
Let $U$ be an open neighbourhood of $0 \in \mathbb{R}^2$ and $f\colon U \to \mathbb{R}$ a convex (and bounded) function. Denote by $D \subset U$ the set of points on which $f$ is totally ...
- 2,998
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
11
votes
2
answers
430
views
On the convex cone of convex functions
$\newcommand\R{\Bbb R}$Let $F$ be the set of all functions of the form $\max(a,b,c)$, where $a,b,c$ are affine functions from $\R^2$ to $\R$ and the maximum is taken pointwise. Let $G$ be the set of ...
- 128k
2
votes
0
answers
60
views
Test probability distributions increasing in convex order on $\mathbb R^2$?
Two probability distributions $\mu, \nu$ on $\mathbb R^d$ are said to be increasing in convex order if
$$\int_{\mathbb R^d} |x|\mu(dx) + \int_{\mathbb R^d} |x|\nu(dx)<\infty$$
and
$$\int_{\mathbb R^...
- 1,334
1
vote
0
answers
41
views
Convex 1-semiconcave functions : extreme points
Let $C$ be the set of functions $f:\mathbb{R}^n \to \mathbb{R}$ such that $x\mapsto f(x)$ and $x\mapsto \lVert x \rVert^2 - f(x)$ are both convex.
If $f$ belongs to $C$, then $f$ plus any affine ...
- 2,772
1
vote
0
answers
73
views
Convexity and subdifferential monotonicity
Do you know any reference where I can find some results in this sense:
Consider $W:K\to [0,\infty)$ is a functional defined on a convex cone $K\subset X$, where $X$ is a Banach space. Then the ...
- 1,759
13
votes
2
answers
1k
views
Probability vector $p$ majorizes its normalized entropy vector $\small \frac{-p\log p}{H(p)}$
I guess the following inequality
$$ \sum_{i=1}^n g \left (\frac{-p_i \log p_i}{H(\boldsymbol{p})} \right ) \le \sum_{i=1}^n g (p_i)$$
holds for any continuous convex function $g$ and any probability ...
- 303
6
votes
0
answers
304
views
Distribution class closed under convolution counterexample?
Define the class of probability density functions $\mathcal{C}$: $\,p \in \mathcal{C}$ iff $p(x)=p(|x|)$, and $\log p(\!\sqrt{x})$ is convex on $[0,\infty)$.
Conjecture: if $p,q \in \mathcal{C}$, then ...
- 391
2
votes
0
answers
58
views
An s-convex function lying between two convex functions
Let $f: \mathbb R_{+} \to \mathbb R_{+}$ be an $s$-function in the second sense, i.e.,
$$ f(\lambda x +(1-\lambda)y) \leq \lambda^s f(x) +(1-\lambda)^s f(y)$$ for every $\lambda \in (0,1)$. Assume ...
- 55
2
votes
0
answers
123
views
Continuity of entropies, replica trick and Hausdorff moment problem
I could not find a really appropriate title for my question (happy to revise) but let me explain.
Suppose $p(x|c)$ is a probability density function over $x \in [0,1]$ which depends continuously on ...
- 231
3
votes
0
answers
110
views
How many Tverberg partition are in cloud of points? [closed]
Tverberg's Theorem: A collection of $(d+1)(r-1) +1$ points in $\mathbb{R}^d$ can always be partitioned into $r$ parts whose convex hulls intersect.
For example, $d=2$, $r=3$, 7 points:
Let $p_1, p_2,...
- 214
0
votes
0
answers
48
views
A question on a quantitative form of Farkas' lemma
Suppose A is an $m \times n$ matrix whose entries are non-negative integers and $\mathbf{b}$ is a vector with rational entries. A version of Farkas lemma implies that if the equation $$A\mathbf{x}=\...
- 6,214
2
votes
0
answers
318
views
What's the number of facets of a $d$-dimensional cyclic polytope?
A face of a convex polytope $P$ is defined as
$P$ itself, or
a subset of $P$ of the form $P\cap h$, where $h$ is a hyperplane such that $P$ is fully contained in one of the closed half-spaces ...
- 43
6
votes
1
answer
366
views
An arrangement of hyperplanes [closed]
An arrangement of hyperplanes in $\mathbb{R}^d$ is simple if the hyperplanes are in general position (for every $1\leq k\leq d+1$, the intersection of $k$ hyperplanes is $(d-k)$-dimensional).
My ...
- 214
4
votes
1
answer
416
views
Maximum and concavity of function
Let
\begin{align}
G(x_1,x_2,x_3)=\int_0^{2\pi}\int_0^{2\pi}\int_0^{2\pi} \frac{d\theta_1 d\theta_2 d\theta_3}{(2\pi)^3} p(\vec{x},\vec{\theta}) \log\left( p(\vec{x}, \vec{\theta})\right)
\end{...
- 231
6
votes
1
answer
287
views
Determinantal inequality for difference of substochastic matrices
Let $A=(A_{ij})_{1\le i,j\le n}$ be a square matrix with nonnegative real entries. Recall that $A$ is called a substochastic matrix if
$$
\forall i,\ \ \sum_j A_{ij}\le 1\ .
$$
In the course of my ...
2
votes
0
answers
104
views
Reference request: books on convex analysis / geometry
I am interested in convex geometry and analysis, especially in its connections with high dimensional probability theory.
I was reading the book by Pisier, The volume of convex bodies and Banach space ...
- 460
1
vote
0
answers
99
views
Minimum of the maximum element frequency given the family size and the universe size
[Crossposted at math.stackexchange].
Consider families of sets $\mathcal{F}$ with size $n = |\mathcal{F}|$ and universe $U(\mathcal{F})$ with size $q = |U(\mathcal{F})|$.
I have written and solved ...
- 988
2
votes
1
answer
308
views
Concavity of hypergeometric function ratio
I would like to show that the function,
$$
f(x) = \frac{{}_2\mathrm{F}_1\big(\frac{1}{2},\frac{1}{2};c+1\,;x\big)}{{}_2\mathrm{F}_1\big(\frac{1}{2},\frac{1}{2};c\,;x\big)}
$$
is concave for $0 < x &...
- 391
1
vote
1
answer
39
views
Does uniform convergence of suitable functions yield pathwise convergence of their convex envelopes?
For each $k\ge 1$, let $f_k:\mathbb R\to\mathbb R_+$ be $1-$Lipschitz, increasing such that $f_k(x)\ge x^+$ for $x\in\mathbb R$, $f_k(-\infty)=0$ and
$$\lim_{x\to+\infty} \big(f_k(x)-x\big)=0.$$
...
- 1,334
0
votes
1
answer
150
views
When are infimal convolutions contractions?
Let $X$ be a separable Fréchet space and $\varphi,\psi:X\to \mathbb{R}$ be a lower semi-continuous and convex function with $\psi$ bounded below and coercive. Consider the infimal convolution
$$
\...
- 364
0
votes
0
answers
115
views
Software for computing polytopes
As can be inferred from the title, I want to do some computation on the facets representation of the polytopes given the vertices. My advisor recommended me Polymake, which is indeed useful even with ...
- 1
5
votes
1
answer
176
views
Efficient counting of integer solutions to linear system
In my research, I have a particular 18x18 matrix $\mathbf{A}$ which defines the linear system $\mathbf{A}\cdot \mathbf{x} \leq \mathbf{-1}$ over the nonnegative integers. And I'm interested in ...
- 151
1
vote
1
answer
94
views
Why are symmetric convex bodies with a smooth boundary and non-vanishing Gaussian curvature of particular interest in harmonic analysis?
I don't work in harmonic analysis or convex analysis, but in some literature of harmonic analysis, I often see the assumption that "let $K$ be a symmetric convex body with a smooth boundary and ...
- 457
1
vote
0
answers
95
views
Distance between two convex sets
Setting
If $A$ an $B$ are two symmetric matrices, we denote by $A >B$ when the matrice $A-B$ is definite positive.
In $\left(\mathbb{R}^{*}_{+} \right)^4$, consider the convex set $$ \Lambda = \...
- 125
5
votes
3
answers
560
views
An inequality in an Euclidean space
For $n\geq 1$, endow $\mathbb{R}^n$ with the usual scalar product. Let $u=(1,1,\dots,1)\in\mathbb{R}^n$, $v\in {]0,+\infty[^n}$ and denote by $p_{u^\perp}$ and $p_{v^\perp}$ the orthographic ...
- 449
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
0
votes
1
answer
59
views
Do separable cubic constraint and separable quartic constraint SOCP presentable?
I am an engineer who is doing some network modeling and optimization. During my work, I was running into a case that is quite strange. The problem that I am trying to solve seems to be convex and it ...
3
votes
0
answers
279
views
Interchange limit and supremum of functionals over a bounded convex set
Let $(H, \langle\cdot,\cdot\rangle)$ be a separable real Hilbert space and $B\subset H$ be (nonempty) convex and bounded, and suppose that $(\alpha_k)\subset H$ is a sequence for which the limit $\...
- 463
7
votes
2
answers
345
views
Integral means vs infinite convex combinations
Let $(X,\mathcal A, \mu)$ be a probability space, $\mathbb E$ a Banach space, and $f:X\to\mathbb E$ a Bochner integrable function.
Does there exist a sequence $(x_k)_{k\ge 1} $ in $X$, and a ...
- 60.5k
4
votes
0
answers
46
views
Implementation of Friedman's algorithm of reconstructing simple polytopes
In Finding a Simple Polytope from Its Graph in Polynomial Time, Friedman gave a polynomial time algorithm on reconstructing a simple polytope from its graph. Has this algorithm been actually ...
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
7
votes
3
answers
703
views
A continuous version of Carathéodory's convex hull theorem
A well-known theorem of Caratheodory states that any point in the convex hull of a set $X\subset R^n$ lies in the convex hull of at most $n+1$ points of $X$. I am wondering about a version of this ...
- 7,149
0
votes
0
answers
39
views
Max-flow modeling with unified vehicle and commodity variables
I am working on a network flow problem that involves routing through a time-space network. The network consists of:
A single source node and a single demand node.
A fleet of vehicles with specified ...
- 101
0
votes
1
answer
104
views
Optimality condition for strongly convex function under sparsity constraint
Let $f: \mathbb{R}^p \to \mathbb{R}$ be a $2s$-sparse strongly smooth, $2s$-sparse strongly convex and twice differentiable function. In other words, there exists positive constants $\alpha, L >0$ ...
- 399
2
votes
1
answer
123
views
Is it true that the set $\{x\colon \partial\phi(x)\subset B_r(0)\}$ is convex when $\phi$ is convex?
Let $\phi\colon \mathbb{R}^n\to \mathbb{R}$ be convex. Is it true that the sets
$$
A_r = \{x\in \mathbb{R}^n\;\colon\; \partial \phi(x) \subset B_r(0)\},\quad r>0,
$$
are convex?
For $n=1$ this ...
- 23
0
votes
0
answers
30
views
Application of greedy approach for optimization
I want to maximize an objective given by $$\max_{\{q_n,p_n\}} \sum_{n=0}^\infty (\alpha_1 - \beta_1 n) p_n + (\alpha_2 - \beta_2 n) q_n$$
where $\alpha_1 > \beta_1 >0$ and $\alpha_2 > \beta_2 ...
- 23
1
vote
1
answer
143
views
Projection of an element of the $n$-simplex onto subset
Let $\mathbb{S}^{n}$ denote the $n$-dimensional probability simplex and let $\{e_1,...,e_{n+1}\}$ be the canonical basis of $\mathbb{R}^{n+1}$. Consider the subset $\mathbb{S}^{n}(K) \subset \mathbb{S}...
0
votes
1
answer
149
views
Property of $p$-norm in the $n$-simplex
Let $\mathbb{S}^{n}$ be the canonical simplex of $\mathbb{R}^{n}$ and let $u = (1/n,\dotsc,1/n)$. Is it true that
$$\lVert x - u \rVert_p \leq \lVert y - u \rVert_p$$
implies that
$$\lVert x\rVert_p \...