Prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex
Let $X$ be a vector space. I was able to prove that $Vertcdot Vert:Xto Bbb{R},$ is a convex function, i.e., for all $x,yin X$ and $lambda in [0,1],$
begin{align} Vert lambda x+(1-lambda)y Vert leq lambda Vert xVert+(1-lambda)Vert y Vertend{align}
Now, I want to prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex. So, here's what I've done!
MY WORK
begin{align} Vert lambda x+(1-lambda)y Vert^2 leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2,;;text{for all};; x,yin X;; text{and};; lambda in [0,1].end{align}
So, any help please on how to proceed?
functional-analysis analysis convex-analysis norm normed-spaces
add a comment |
Let $X$ be a vector space. I was able to prove that $Vertcdot Vert:Xto Bbb{R},$ is a convex function, i.e., for all $x,yin X$ and $lambda in [0,1],$
begin{align} Vert lambda x+(1-lambda)y Vert leq lambda Vert xVert+(1-lambda)Vert y Vertend{align}
Now, I want to prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex. So, here's what I've done!
MY WORK
begin{align} Vert lambda x+(1-lambda)y Vert^2 leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2,;;text{for all};; x,yin X;; text{and};; lambda in [0,1].end{align}
So, any help please on how to proceed?
functional-analysis analysis convex-analysis norm normed-spaces
3
do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
– supinf
Nov 30 at 10:40
@supinf: I made some edits!
– Mike
Nov 30 at 11:16
Does your vector space also provide inner product?
– Mostafa Ayaz
Nov 30 at 11:54
add a comment |
Let $X$ be a vector space. I was able to prove that $Vertcdot Vert:Xto Bbb{R},$ is a convex function, i.e., for all $x,yin X$ and $lambda in [0,1],$
begin{align} Vert lambda x+(1-lambda)y Vert leq lambda Vert xVert+(1-lambda)Vert y Vertend{align}
Now, I want to prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex. So, here's what I've done!
MY WORK
begin{align} Vert lambda x+(1-lambda)y Vert^2 leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2,;;text{for all};; x,yin X;; text{and};; lambda in [0,1].end{align}
So, any help please on how to proceed?
functional-analysis analysis convex-analysis norm normed-spaces
Let $X$ be a vector space. I was able to prove that $Vertcdot Vert:Xto Bbb{R},$ is a convex function, i.e., for all $x,yin X$ and $lambda in [0,1],$
begin{align} Vert lambda x+(1-lambda)y Vert leq lambda Vert xVert+(1-lambda)Vert y Vertend{align}
Now, I want to prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex. So, here's what I've done!
MY WORK
begin{align} Vert lambda x+(1-lambda)y Vert^2 leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2,;;text{for all};; x,yin X;; text{and};; lambda in [0,1].end{align}
So, any help please on how to proceed?
functional-analysis analysis convex-analysis norm normed-spaces
functional-analysis analysis convex-analysis norm normed-spaces
edited Nov 30 at 11:25
asked Nov 30 at 10:30
Mike
1,117218
1,117218
3
do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
– supinf
Nov 30 at 10:40
@supinf: I made some edits!
– Mike
Nov 30 at 11:16
Does your vector space also provide inner product?
– Mostafa Ayaz
Nov 30 at 11:54
add a comment |
3
do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
– supinf
Nov 30 at 10:40
@supinf: I made some edits!
– Mike
Nov 30 at 11:16
Does your vector space also provide inner product?
– Mostafa Ayaz
Nov 30 at 11:54
3
3
do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
– supinf
Nov 30 at 10:40
do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
– supinf
Nov 30 at 10:40
@supinf: I made some edits!
– Mike
Nov 30 at 11:16
@supinf: I made some edits!
– Mike
Nov 30 at 11:16
Does your vector space also provide inner product?
– Mostafa Ayaz
Nov 30 at 11:54
Does your vector space also provide inner product?
– Mostafa Ayaz
Nov 30 at 11:54
add a comment |
3 Answers
3
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votes
In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.
See The composition of two convex functions is convex for the original claim.
This is good! I like it!
– Mike
Nov 30 at 11:31
add a comment |
Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.
Nice! (+1)......
– Mostafa Ayaz
Nov 30 at 11:53
add a comment |
Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.
That's fine too!
– Mike
Nov 30 at 11:31
Thank you. Good luck!
– Mostafa Ayaz
Nov 30 at 11:33
This only works if the norm comes from a scalar product, however.
– Giuseppe Negro
Nov 30 at 11:50
add a comment |
Your Answer
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3 Answers
3
active
oldest
votes
3 Answers
3
active
oldest
votes
active
oldest
votes
active
oldest
votes
In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.
See The composition of two convex functions is convex for the original claim.
This is good! I like it!
– Mike
Nov 30 at 11:31
add a comment |
In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.
See The composition of two convex functions is convex for the original claim.
This is good! I like it!
– Mike
Nov 30 at 11:31
add a comment |
In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.
See The composition of two convex functions is convex for the original claim.
In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.
See The composition of two convex functions is convex for the original claim.
answered Nov 30 at 11:05
Eric
2088
2088
This is good! I like it!
– Mike
Nov 30 at 11:31
add a comment |
This is good! I like it!
– Mike
Nov 30 at 11:31
This is good! I like it!
– Mike
Nov 30 at 11:31
This is good! I like it!
– Mike
Nov 30 at 11:31
add a comment |
Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.
Nice! (+1)......
– Mostafa Ayaz
Nov 30 at 11:53
add a comment |
Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.
Nice! (+1)......
– Mostafa Ayaz
Nov 30 at 11:53
add a comment |
Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.
Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.
edited Nov 30 at 11:20
answered Nov 30 at 11:15
Mike
1,117218
1,117218
Nice! (+1)......
– Mostafa Ayaz
Nov 30 at 11:53
add a comment |
Nice! (+1)......
– Mostafa Ayaz
Nov 30 at 11:53
Nice! (+1)......
– Mostafa Ayaz
Nov 30 at 11:53
Nice! (+1)......
– Mostafa Ayaz
Nov 30 at 11:53
add a comment |
Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.
That's fine too!
– Mike
Nov 30 at 11:31
Thank you. Good luck!
– Mostafa Ayaz
Nov 30 at 11:33
This only works if the norm comes from a scalar product, however.
– Giuseppe Negro
Nov 30 at 11:50
add a comment |
Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.
That's fine too!
– Mike
Nov 30 at 11:31
Thank you. Good luck!
– Mostafa Ayaz
Nov 30 at 11:33
This only works if the norm comes from a scalar product, however.
– Giuseppe Negro
Nov 30 at 11:50
add a comment |
Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.
Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.
answered Nov 30 at 11:25
Mostafa Ayaz
13.7k3836
13.7k3836
That's fine too!
– Mike
Nov 30 at 11:31
Thank you. Good luck!
– Mostafa Ayaz
Nov 30 at 11:33
This only works if the norm comes from a scalar product, however.
– Giuseppe Negro
Nov 30 at 11:50
add a comment |
That's fine too!
– Mike
Nov 30 at 11:31
Thank you. Good luck!
– Mostafa Ayaz
Nov 30 at 11:33
This only works if the norm comes from a scalar product, however.
– Giuseppe Negro
Nov 30 at 11:50
That's fine too!
– Mike
Nov 30 at 11:31
That's fine too!
– Mike
Nov 30 at 11:31
Thank you. Good luck!
– Mostafa Ayaz
Nov 30 at 11:33
Thank you. Good luck!
– Mostafa Ayaz
Nov 30 at 11:33
This only works if the norm comes from a scalar product, however.
– Giuseppe Negro
Nov 30 at 11:50
This only works if the norm comes from a scalar product, however.
– Giuseppe Negro
Nov 30 at 11:50
add a comment |
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3
do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
– supinf
Nov 30 at 10:40
@supinf: I made some edits!
– Mike
Nov 30 at 11:16
Does your vector space also provide inner product?
– Mostafa Ayaz
Nov 30 at 11:54