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8 votes
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Concavity of product and ratio of sums

Apologies if this question is not appropriate for MathOverflow. I have asked at Math.StackExchange without success. Consider the function $f:\mathbb{R}^n\rightarrow \mathbb{R}$ defined as $$ f(x)=\...
user_lambda's user avatar
6 votes
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255 views

Concavity of a function implicitly defined by a polynomial

Consider the following system of $n$ equations: \begin{equation}f_j^2 = x_j^2\sum_{i=1}^n A_{ij} f_i \tag{$\star$} \end{equation} where $A_{ij}\geq 0$ are known constants and where $x_j>0$ for ...
user_lambda's user avatar
1 vote
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Coordinate descent conditions

The following is quoted from "Bertsekas, D. P. (1999). Nonlinear programming (p. 794). Belmont: Athena scientific". Convergence of Coordinate Descent: Suppose a function $f$ is continuously ...
JYY's user avatar
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1 vote
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Semi-convex problem and almost convex problem

I have a target function, I've computed its Hessian to check convexity, it has a positive-definite sub-matrix and small negative-definite sub-matrix and a kernel. Sometimes it is even better -- the ...
Moonwalker's user avatar
1 vote
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Changing a nonlinear equality constraint into some conic inequality plus rank constraint

If we have a constraint optimization problem in which one of our constraint is $\prod\limits_{k = 1}^N {\left( {x - {a_k}} \right) = 0} $ . How could this nonlinear equality condition be changed into ...
Parsis's user avatar
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