Running average of a convex function. Suppose fR R is convex, with R+ S dom f. Show that its running average F, defined as F(a)-f(t) dt. dom F-R++ 2 0 is convex. You can assume f is differentiable....
Monotone mappings. A function R R" is called monotone if for all r, y dom, (Note that 'monotone, as defined here is not the same as the definition given in $3.6.1. Both definitions are widely used.) Suppose f : R" R is a differentiable convex function Show that its gradient Vf is monotone. Is the converse true, i.e., is every monotone mapping the gradient of a convex function?
Monotone mappings. A function R R" is called monotone if for all...
Convex Optimization
Let f: R R be a differentiable function on R. Show that f is convex iff f' is nondecreasing (i.e. x y f'(x) <f'(y)).
Monotone mappings. A function u : Rn Rn is called monotone if for all x, y є dom v, Note that monotone' as defined here is not the same as the definition given in 83.6.1. Both definitions are widely used.) Suppose f R"- R is a differentiable convex function. Show that its gradient ▽f is monotone. Is the converse true. i.e., 1s every monotone mapping the gradient of a convex function?
Monotone mappings. A function u : Rn Rn is...
Problem 4. For r E [0, 1, fnd F)-(t)dt, where fr) 3 2r. Verify that F is continuous on [0,1] and F"(z) =f(z) at all points where f is continuous. Problern 5. Suppose that g, h : [c, d] → [a,b] are differentiable. ForエE [c,d] define h(a) Find H'(r)
Problem 4. For r E [0, 1, fnd F)-(t)dt, where fr) 3 2r. Verify that F is continuous on [0,1] and F"(z) =f(z) at all points where f is continuous. Problern...
need help with all a, b, c
2. 15 Marks (a) Suppose that f : R" R is convex but not necessarily smooth. Prove that h-af is a (b) Suppose that f : R -R is convex and smooth. Also assume that f(x) > 0 for all z (c) Show that the set S = {(x,y) : y > 0} is convex and that the function f(x,y)-x2/v is convex function if a-0. Show with a simple example that this is...
4. (a) Assume a function h is differentiable at some point to. Is it true that h is continuous on some open-neighbourhood of xo? Provide either a proof or a counterexample. (b) Let f be twice differentiable on R and assume that f" is continuous. Show that for all x ER S(x) = S(0) + s°C)x + [ (x - 1))"(dt. (C) Deduce that for any twice continuously differentiable function f on R and any positive x > 0, x...
Assume f : R" → R is twice continuously differentiable. Prove that the following are equivalent: (a) f(ex + (1-8)ì) < ef(x) + (1-8)/(x) for all x, x E Rn and 0 < θ < 1 (b) f(x)+ /f(x) . (x-x) -f(r) for all x,x E R" (c) f(x) > 0 for all x E R" Hint: Look at : RRdefine by gt) f(x + ty) where x, y E R. First show g is convex (as a function of...
Suppose that f(x) is a convex function with continuous first partials defined on a convex set C in R". Prove that a point x* in C is a global minimizer of f(x) on C if and only if Vf(x*)-(x - x*)2 0 for all x in C.
Suppose that f(x) is a convex function with continuous first partials defined on a convex set C in R". Prove that a point x* in C is a global minimizer of f(x) on...
2. Let f: R R be a continuous function. Suppose that f is differentiable on R\{0} and that there exists an L e R such that lim,of,(z) = L. Prove that f is differentiable at 1-0 with f,(0) = L. (Hint: Use the definition of derivative and then use mean value theorem)
2. Let f: R R be a continuous function. Suppose that f is differentiable on R\{0} and that there exists an L e R such that lim,of,(z) =...
9. Suppose that f : [0,-) + R is differentiable and that the derivative f' : [0,00) + R is also differentiable, with f(0) = f'(0) = 0. Suppose also that [f"(x) < 1 for all € [0, 0). a) Show how the Mean Value Theorem can be used to prove that f(x) <r? for all x € (0,00). b) Show how the Cauchy Generalized MVT can be used to prove a stronger statement: |f(7) < 2 for all 2...