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Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes

21 votes

Is There an Induction-Free Proof of the 'Be The Leader' Lemma?

Is the following any clearer? (Read the subscripts carefully!) $$\begin{array}{ll} f_1(y_1) + f_2(y_2) + f_3(y_3) + \cdots + f_n(y_n) &\leq \\ f_1(y_2) + f_2(y_2) + f_3(y_3) + \cdots + f_n(y_n) & …
David E Speyer's user avatar