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4
votes
Accepted
Maximum and concavity of function
It's a rare situation
when the nature of equation
makes an honest computation
beat a smart consideration,
when you shouldn't contemplate,
only differentiate...
In other words that is a case when to sh …
3
votes
Uniqueness of critical points for Lipschitz perturbations of uniformly convex Hamiltonians
Your $\cos$ construction can be easily mimicked in the setting you are interested in as well. Let $d=1$.
Let $\mu=pe^{-V}$, $g(x)=A\cos(ax)$ where $p,V,A,a$ are to be chosen. We'll take $p$ and $V$ ev …
4
votes
Accepted
Does the value function of a quadratic program stay convex when adding constraints?
Not necessarily as written in the generality you want. Suppose that we are in $\mathbb R^1$, there is no linear constraint, and $Q(y)$ is some positive function of $y$. Then $v(y)\equiv 0$, which is c …
15
votes
Accepted
Convex functions in convex sets
Zachary Chase said that he is still interested, so I'll make a post. It is a bit on the long side and I'll need to draw a few pictures to make it comprehensible, so today I'll just post a counterexamp …
7
votes
Accepted
Large ideally convex sets
Just take your favorite decreasing sequence $\lambda_k$ of positive numbers with sum $1$ and inductively construct the vectors $x_k\in C$ such that $\left \|\sum_{k=1}^n\lambda_k x_k-x\right\|\le\lamb …
10
votes
Accepted
property of convex functions
Anyway, If you know a 5 line proof for the first inequality please share it with us
OK, here goes.
Assume that $\inf_P f=-1$ and that it is (nearly) attained at the origin. Let $K=\{x\in P: f(x)\le …
9
votes
Minimize sum of $\ell_2$ norm and linear combination, on simplex
I would try to approach your original problem a bit differently. Note that $|x-a|\le \frac 12(r|x-a|^2+r^{-1})$ and the equality is attained for $r=|x-a|^{-1}$. Thus,
$$
\min_x[|x-a|+\langle b,x\rang …