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Results tagged with convex-analysis
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user 402235
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Convexity of $(X, y) \mapsto y^T X^{-1} y$ [closed]
Let $y \in \mathbb{R}^n$, $X \in \mathcal{S}^n_{++}(\mathbb{R})$. Why would function $ f : (X, y) \mapsto y^T X^{-1} y$ be convex?
I tried with $(X, x) + t.(Y, y)$ with no result. Also, I thought abo …
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