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4 votes

Precompactness of a sequence of convex functions

Yes. If $K \subset \Omega$ is compact, let $\text{dist}(K, \Omega^c) > r > 0$. Then for any $p \in K$ and convex function $f$, $f(p)$ is bounded above by the average of $f$ over the ball of radius $ …
Robert Israel's user avatar
4 votes

How to examine the convexity of a complex function numerically?

If your function was strictly convex and $C^3$ (let's say on a compact interval $I$) and you had bounds on the third derivative there, it might be possible to prove its convexity on $I$ by evaluating …
Robert Israel's user avatar
2 votes
Accepted

Determining the sign of each element of the optimal of a strict convex function

Try $d = 2$, $f(x_1,x_2) = (x_1+1)^2 + (x_1+1)(x_2 + t) + (x_2 + t)^2$ where $t$ is a parameter. The minimum is at $(-1,-t)$. The sign of the second component of the gradient changes at $t = -1/2$, …
Robert Israel's user avatar
2 votes
Accepted

Convex functions: bounding the difference

$$f(x) - f(x') \le \sum_i \left(f(x_i) - f(x')\right)$$ iff the function $g(x) = f(x + x') - f(x')$ is subadditive.
Robert Israel's user avatar
1 vote

Euclidean projection onto certain convex set

Assume wlog $\|c\|=1$. $C = \{0\}$ if $\alpha > 1$, while it is the ray $(-\infty, 0] c$ if $\alpha = 1$. So let's suppose $0 < \alpha < 1$. If $y = t c + w$ where $t \in \mathbb R$ and $\langle c, …
Robert Israel's user avatar
2 votes

Extreme points of an intersection of convex set with countably many linear spaces

The last paragraph is wrong. Consider the case $m=1$. $\tilde{M}$ is the intersection of $K$ with one hyperplane. In general this will not contain any extreme point of $K$, so its extreme points wi …
Robert Israel's user avatar
6 votes

Minimum of squared sum minus sum of squares

If $z_k = x_k y_k$, the quantity you're looking at is $$ y^T D Q D y = \left(\sum_k z_k\right)^2 - \sum_k z_k^2$$ where $Q$ is the $n \times n$ symmetric matrix with diagonal terms $0$ and off-diagon …
Robert Israel's user avatar
2 votes
Accepted

How to find extreme points of a set related to Minkowski's Theorem?

I'll assume $m, n \ge 2$. I claim that $$\Lambda = \left\{\lambda \in \mathbb R^m: \; \sum_{i=1}^m \lambda_i = 1,\; 0 \le \lambda_i \le \frac{1}{2} \ \text{for all}\ i\right \}$$ The necessity o …
Robert Israel's user avatar
1 vote
Accepted

Proving that a specific function is quasiconvex

It's not true. Consider the $2 \times 2$ matrix $$F(X) = \pmatrix{f(X) & 0\cr 0 & f(X-2)\cr}$$ where $f$ is an even function, everywhere $> 0$, and decreasing on $[0,\infty)$. Take $a = (1,1)^T$. T …
Robert Israel's user avatar
6 votes
Accepted

Is there a non-convex function with non-decreasing average rate of change?

The standard example of a non-convex but midpoint-convex function is additive: given a basis $B$ of $\mathbb R$ over the rationals $\mathbb Q$, choose one member $\alpha$ of $B$ and if $x = \sum_{\bet …
Robert Israel's user avatar
1 vote

Zero lambda, zero constraint in the complementary slackness condition of the Kuhn-Tucker pro...

This can occur even in linear programming, in the presence of degeneracy. At an optimal basic solution, the slack variable for some binding constraint may be basic (but with value $0$ since it is bin …
Robert Israel's user avatar
5 votes

Possible to find a set of log-concave functions with log-concave sums?

In fact $\ln(x^2 + x^\beta)$ is concave for $x > 0$ iff $3-2\sqrt{2} \le \beta \le 3 + 2 \sqrt{2}$. This comes from writing $$ \dfrac{d^2}{dx^2} \ln(x^2 + x^\beta) = \dfrac{x^2}{(x^2 + x^\beta)^2} \l …
Robert Israel's user avatar