A natural concave function
Let $mathcal{S}$ denote a compact, convex set, $mathcal{B}$ be it's boundary and $mathcal{D}(.,.)$ a convex symmetric distance defined on it. i.e.
$$mathcal{D}(x,y)=mathcal{D}(y,x)$$
and
$$mathcal{D}(x, lambda y_1+(1-lambda)y_2)leqlambdamathcal{D}(x,y_1)+(1-lambda)mathcal{D}(x,y_2)$$
for all $lambdain[0,1]$ and $x,y,y_1,y_2inmathcal{S}$.
Is the following function concave?
$$f(x):=min_{binmathcal{B}}mathcal{D}(x,b)$$
i.e. can you prove
$$f(lambda x_1+(1-lambda)x_2)geq lambda f(x_1)+(1-lambda)f(x_2)$$
?
convex-analysis
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Let $mathcal{S}$ denote a compact, convex set, $mathcal{B}$ be it's boundary and $mathcal{D}(.,.)$ a convex symmetric distance defined on it. i.e.
$$mathcal{D}(x,y)=mathcal{D}(y,x)$$
and
$$mathcal{D}(x, lambda y_1+(1-lambda)y_2)leqlambdamathcal{D}(x,y_1)+(1-lambda)mathcal{D}(x,y_2)$$
for all $lambdain[0,1]$ and $x,y,y_1,y_2inmathcal{S}$.
Is the following function concave?
$$f(x):=min_{binmathcal{B}}mathcal{D}(x,b)$$
i.e. can you prove
$$f(lambda x_1+(1-lambda)x_2)geq lambda f(x_1)+(1-lambda)f(x_2)$$
?
convex-analysis
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Let $mathcal{S}$ denote a compact, convex set, $mathcal{B}$ be it's boundary and $mathcal{D}(.,.)$ a convex symmetric distance defined on it. i.e.
$$mathcal{D}(x,y)=mathcal{D}(y,x)$$
and
$$mathcal{D}(x, lambda y_1+(1-lambda)y_2)leqlambdamathcal{D}(x,y_1)+(1-lambda)mathcal{D}(x,y_2)$$
for all $lambdain[0,1]$ and $x,y,y_1,y_2inmathcal{S}$.
Is the following function concave?
$$f(x):=min_{binmathcal{B}}mathcal{D}(x,b)$$
i.e. can you prove
$$f(lambda x_1+(1-lambda)x_2)geq lambda f(x_1)+(1-lambda)f(x_2)$$
?
convex-analysis
Let $mathcal{S}$ denote a compact, convex set, $mathcal{B}$ be it's boundary and $mathcal{D}(.,.)$ a convex symmetric distance defined on it. i.e.
$$mathcal{D}(x,y)=mathcal{D}(y,x)$$
and
$$mathcal{D}(x, lambda y_1+(1-lambda)y_2)leqlambdamathcal{D}(x,y_1)+(1-lambda)mathcal{D}(x,y_2)$$
for all $lambdain[0,1]$ and $x,y,y_1,y_2inmathcal{S}$.
Is the following function concave?
$$f(x):=min_{binmathcal{B}}mathcal{D}(x,b)$$
i.e. can you prove
$$f(lambda x_1+(1-lambda)x_2)geq lambda f(x_1)+(1-lambda)f(x_2)$$
?
convex-analysis
convex-analysis
asked Oct 26 '18 at 18:06
K. Sadri
696
696
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No, take $D(x,y) = |x-y|$ and $b=[0,1]$, then $f(x) = min{|x|, |x-1|}$ is neither convex nor concave.
Nope, then $f(x)=min{x, 1-x}$ which is concave. however if you take $D(x,y)=(x-y)^2$ on the same set, then $f(x)=min{x^2, (1-x)^2}$ which is neither convex nor concave.
– K. Sadri
Nov 20 '18 at 10:08
@K.Sadri Sorry, I used $bin mathcal{S}$ instead of $bin mathcal{B}$. Your solution ($f(x)= min{x,1-x}$) allow for negative numbers. I fixed my initial example.
– LinAlg
Nov 20 '18 at 13:58
@K.Sadri consider accepting my answer to mark this question as answered
– LinAlg
Dec 7 '18 at 17:45
add a comment |
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1 Answer
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1 Answer
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No, take $D(x,y) = |x-y|$ and $b=[0,1]$, then $f(x) = min{|x|, |x-1|}$ is neither convex nor concave.
Nope, then $f(x)=min{x, 1-x}$ which is concave. however if you take $D(x,y)=(x-y)^2$ on the same set, then $f(x)=min{x^2, (1-x)^2}$ which is neither convex nor concave.
– K. Sadri
Nov 20 '18 at 10:08
@K.Sadri Sorry, I used $bin mathcal{S}$ instead of $bin mathcal{B}$. Your solution ($f(x)= min{x,1-x}$) allow for negative numbers. I fixed my initial example.
– LinAlg
Nov 20 '18 at 13:58
@K.Sadri consider accepting my answer to mark this question as answered
– LinAlg
Dec 7 '18 at 17:45
add a comment |
No, take $D(x,y) = |x-y|$ and $b=[0,1]$, then $f(x) = min{|x|, |x-1|}$ is neither convex nor concave.
Nope, then $f(x)=min{x, 1-x}$ which is concave. however if you take $D(x,y)=(x-y)^2$ on the same set, then $f(x)=min{x^2, (1-x)^2}$ which is neither convex nor concave.
– K. Sadri
Nov 20 '18 at 10:08
@K.Sadri Sorry, I used $bin mathcal{S}$ instead of $bin mathcal{B}$. Your solution ($f(x)= min{x,1-x}$) allow for negative numbers. I fixed my initial example.
– LinAlg
Nov 20 '18 at 13:58
@K.Sadri consider accepting my answer to mark this question as answered
– LinAlg
Dec 7 '18 at 17:45
add a comment |
No, take $D(x,y) = |x-y|$ and $b=[0,1]$, then $f(x) = min{|x|, |x-1|}$ is neither convex nor concave.
No, take $D(x,y) = |x-y|$ and $b=[0,1]$, then $f(x) = min{|x|, |x-1|}$ is neither convex nor concave.
edited Nov 20 '18 at 13:57
answered Oct 26 '18 at 20:21
LinAlg
8,4161521
8,4161521
Nope, then $f(x)=min{x, 1-x}$ which is concave. however if you take $D(x,y)=(x-y)^2$ on the same set, then $f(x)=min{x^2, (1-x)^2}$ which is neither convex nor concave.
– K. Sadri
Nov 20 '18 at 10:08
@K.Sadri Sorry, I used $bin mathcal{S}$ instead of $bin mathcal{B}$. Your solution ($f(x)= min{x,1-x}$) allow for negative numbers. I fixed my initial example.
– LinAlg
Nov 20 '18 at 13:58
@K.Sadri consider accepting my answer to mark this question as answered
– LinAlg
Dec 7 '18 at 17:45
add a comment |
Nope, then $f(x)=min{x, 1-x}$ which is concave. however if you take $D(x,y)=(x-y)^2$ on the same set, then $f(x)=min{x^2, (1-x)^2}$ which is neither convex nor concave.
– K. Sadri
Nov 20 '18 at 10:08
@K.Sadri Sorry, I used $bin mathcal{S}$ instead of $bin mathcal{B}$. Your solution ($f(x)= min{x,1-x}$) allow for negative numbers. I fixed my initial example.
– LinAlg
Nov 20 '18 at 13:58
@K.Sadri consider accepting my answer to mark this question as answered
– LinAlg
Dec 7 '18 at 17:45
Nope, then $f(x)=min{x, 1-x}$ which is concave. however if you take $D(x,y)=(x-y)^2$ on the same set, then $f(x)=min{x^2, (1-x)^2}$ which is neither convex nor concave.
– K. Sadri
Nov 20 '18 at 10:08
Nope, then $f(x)=min{x, 1-x}$ which is concave. however if you take $D(x,y)=(x-y)^2$ on the same set, then $f(x)=min{x^2, (1-x)^2}$ which is neither convex nor concave.
– K. Sadri
Nov 20 '18 at 10:08
@K.Sadri Sorry, I used $bin mathcal{S}$ instead of $bin mathcal{B}$. Your solution ($f(x)= min{x,1-x}$) allow for negative numbers. I fixed my initial example.
– LinAlg
Nov 20 '18 at 13:58
@K.Sadri Sorry, I used $bin mathcal{S}$ instead of $bin mathcal{B}$. Your solution ($f(x)= min{x,1-x}$) allow for negative numbers. I fixed my initial example.
– LinAlg
Nov 20 '18 at 13:58
@K.Sadri consider accepting my answer to mark this question as answered
– LinAlg
Dec 7 '18 at 17:45
@K.Sadri consider accepting my answer to mark this question as answered
– LinAlg
Dec 7 '18 at 17:45
add a comment |
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