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11
votes
2
answers
417
views
On the convex cone of convex functions
$\newcommand\R{\Bbb R}$Let $F$ be the set of all functions of the form $\max(a,b,c)$, where $a,b,c$ are affine functions from $\R^2$ to $\R$ and the maximum is taken pointwise. Let $G$ be the set of a …
4
votes
2
answers
216
views
On faces of polytopes
$\newcommand\ext{\operatorname{ext}}\newcommand\R{\mathbb R}$Let $A$ be a convex polytope in $\R^n$ with nonempty interior.
Consider the closed convex cone
$$K_A:=\{(l,t)\in(\R^n)'\times\R\colon\, l(x …
0
votes
1
answer
102
views
On the extreme points of two convex sets
Let $A$ and $B$ be two compact convex sets (which may be assumed to be polytopes) in $\mathbb R^n$ such that $A\cap B\ne\emptyset$. Is it then always true that either $A\cap\text{ext}B\ne\emptyset$ o …
2
votes
1
answer
250
views
On the infimal convolution of two norms on $\mathbb R^n$
$\newcommand{\R}{\mathbb R}$For natural $n$, $a\in\R^n$, and real $t>0$, let
\begin{equation*}
K:=K_{n,t}(a):=\inf_{x\in\R^n}(\|a-x\|_2+t\|x\|_1),
\end{equation*}
\begin{equation*}
M:=M_{n,t}( …
4
votes
0
answers
84
views
Elementary functions (growing faster than exponential ones) with elementary Legendre–Fenchel...
Let $F$ be the set of all convex functions $f\colon[0,\infty)\to[0,\infty)$ with $f(0)=0=f'_+(0)$ and $f_+(\infty-)=\infty$, where $f'_+$ is the right derivative of $f$. For any function $f\in F$, its …
4
votes
1
answer
246
views
Is there a non-convex function with non-decreasing average rate of change?
$\newcommand{\R}{\mathbb R}$
Let $f$ be a function from $\R$ to $\R$. It is said that $f$ is midpoint-convex if for any real $x$ and $y$ we have $f(x-y)+f(x+y)\ge2f(x)$ or, equivalently, $f(x+y)-f(x)\ …
7
votes
3
answers
946
views
Mixtures of log-convex functions are log-convex: a reference
A referee of a submitted paper requested details on the statement that $\int_0^a e^{-tx^2}\,dx$ is log-convex in real $t$, for each $a>0$. While there are a number of ways to prove this statement, I t …
4
votes
0
answers
205
views
Dimension reduction for low-order moments of Rademacher-weighted sums of vectors
Let $x_1,\dots,x_n$ be vectors in a Euclidean space $H$. Let $\varepsilon_1,\dots,\varepsilon_n$ be independent Rademacher random variables (r.v.'s), so that $P(\varepsilon_i=\pm1)=1/2$ for all $i$.
…