All Questions
15 questions
5
votes
1
answer
151
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
$$ f’’(x) \leq 0\quad \text{and} \...
- 4,145
0
votes
0
answers
174
views
Lipschitz map on positive definite cone of $n$-by-$n$ matrices
A function matrix $f : X \to \mathbb R$ is a convex Lipschitz continuous matrix function with Lipschitz constant $\mathrm L$ with respect to a fixed given norm $\|\cdot\|$, i.e., $|f(A)-f(B)| \leq \...
- 91
2
votes
1
answer
174
views
Gradient of a convex function on $\mathbb{R}^d$, maximum on hypercubes bounded by values in corners?
Let $f : \mathbb{R}^d \rightarrow \mathbb{R}$ be infinitely often continuously differentiable and convex.
For $d = 1$, we know that for any interval $[a, b]$, it holds for $x, y \in [a, b]$ that
$$
(f'...
- 1,095
4
votes
2
answers
261
views
A convexity question
Let $Q=[0,1]\times[0,1]$ and let $a$ be a positive smooth function on $Q$. Does there exist a smooth positive function $u$ On $Q$ such that there holds
$$ \frac{\partial^2}{\partial x_1^2}u <0 $$
...
- 4,145
3
votes
1
answer
241
views
$\int_0^1 f(\sin(1/x)) \times g(\cos(1/x)) dx \leq \int_0^1 f(\sin(1/x)) dx \times \int_0^1 g(\cos(1/x))dx? $
I have noticed experimentally that the following question has a positive answer.
Is it true that for all even and convex functions $f$, $g$:
$$\int_0^1 f(\sin(1/x)) \times g(\cos(1/x)) dx \leq \int_0^...
- 4,074
19
votes
4
answers
3k
views
Strange result about convexity
$f \in C^2([0,1])$ with $f''$ convex and $f(0) = f'(0) = f''(0) = 0$.
Is it true that : $f''(1)+6f(1)\geq 4f'(1)$ ?
Source: AoPS
- 4,074
7
votes
1
answer
754
views
Closed convex hull in infinite dimensions vs. continuous convex combinations
tl;dr: When is the closed convex hull of a set $K$ equal to the set of "continuous" convex combinations of $K$?
I am essentially asking for the most general, infinite-dimensional analogue of ...
- 71
1
vote
2
answers
359
views
Goldowsky-Tonelli theorem for upper semi continuous function
Let $f:(0, \infty) \rightarrow \mathbb{R}$ be a convex and continuous function. We know that $\partial^{e} f(. )$(either right or left derivative) is non-decreasing and upper semi-continuous function. ...
- 1,043
4
votes
1
answer
1k
views
Simple proof of Prékopa's Theorem: log-concavity is preserved by marginalization
The following result is well-known:
Suppose that $H(x,y)$ is a log-concave distribution for $(x,y) \in \mathbb R^{m \times n}$ so that by definition we have
$$H \left( (1 - \lambda)(x_1,y_1) + \...
- 536
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
2
votes
1
answer
240
views
A measure of noncompactness by a convex function
Let $E, \left \| \right \|$ be a Banach space, $\mathfrak{M}_E$ indicate a family of all nonempty bounded subset of $E$, $\mathfrak{N}_E$ the familly of all relatively compact sets, and $Ker \mu=\{X\...
- 291
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:
$$\label{p}\tag{P}
f\notin L^1(I),\ \mbox{for each interval}\ I\subset (a,...
- 409
1
vote
0
answers
139
views
Can we define log-convex operators?
Let $I\subset\mathbb{R}$. A function $f:I\rightarrow\mathbb{R}$, is said to be log-convex if $\log f$ is convex or equivalently for all $x,y\in I$ and $\alpha\in [0,1]$
$$f(\alpha x+(1-\alpha)y)\leq [...
- 55
16
votes
3
answers
1k
views
A natural center of a convex weakly compact set in Banach space
Question: Let $S$ be a convex weakly compact set in Banach space $H$. Propose a natural way to define the unique center $O \in S$.
Motivation: A lot! For example, in game theory $S$ can be a set of ...
- 161
5
votes
1
answer
781
views
Does a log-concave function on a convex set extend continuously to the boundary?
Let $U$ be an open convex set in a locally convex space $X$, and let $f : U \to [0,1]$ be a log-concave function on $U$ (i.e., bounded and real-valued). Under what conditions does $f$ have a ...
- 8,512