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Definition 1. A function f : S ⊂ Rn → R defined on a convex set S is concave if for any two points x1 x2 ∈ , S and for any λ ∈ [0, 1] we have: λx1 (1 − λ) x2 ≥ λf(x1) (1 − λ)f(x2) + +. is called strictly concave if for any two points x1 , x2 ∈ S and for any λ ∈ (0, 1) we have: λx1 (1 − λ) x2 > λf(x1) (1 − λ)f(x2) + +.
In this lecture, we shift our focus to the other important player in convex optimization, namely, convex functions. Here are some of the topics that we will touch upon: Convex, concave, strictly convex, and strongly convex functions. First and second order characterizations of convex functions.
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It is also possible to characterize concavity or convexity of functions in terms of the convexity of particular sets. Given the graph of a function, the hypograph of f,
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Lecture 5: Convex Analysis and Support Functions 5.1 Geometry of the Euclidean inner product The Euclidean inner product of p and x is defined by p·x = Xm i=1 pixi Properties of the inner product include: 1. p·p ⩾ 0 and p ̸= 0 = ⇒ p·p > 0 2. p·x = x·p 3. p·(αx+βy) = α(p·x)+β(p·y) 4. ∥p∥ = (p·p)1/2
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Why do we need concavity and convexity? We will make the following important assumptions, denoted by CC: 1. The set Z is convex; 2. The function g is concave; 3. The function h is convex. Recall the de–nition of the set B : B = f(k;v) : k h(z);v g(z) for some z 2 Zg: Proposition under CC, the set B is convex Proof: suppose that (k 1;v 1) and ...
Sep 9, 2023 · Definition: An object or a function is concave if it curves inward. In simple terms, it’s hollow or bowed in, much like a cave. Everyday Examples: A bowl. A satellite dish. A spoon’s interior. Skateboard ramps. A pie with a slice taken out of it. Convex.
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Prove that \(cf\), \(f + g\), and \(\max \{f, g\}\) are convex functions on \(I\), where \(c \geq 0\) is a constant. Find two convex functions \(f\) and \(g\) on an interval \(I\) such that \(f \cdot g\) is not convex.
