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Convex

The document discusses convex and concave functions. It provides examples of functions and determines whether they are convex, concave, or neither. The key points are: 1) A function is convex if its second derivative is always positive. A function is concave if its second derivative is always negative. 2) Common functions like ex, e-x, x3 are convex. Functions like log(x) and tan(x) are concave for certain ranges. 3) The sum of convex functions is convex. The composition of a convex and monotonic increasing function is also convex. 4) Optimization problems can be convex if the objective function is convex and constraints are convex or concave. This

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0% found this document useful (0 votes)
53 views7 pages

Convex

The document discusses convex and concave functions. It provides examples of functions and determines whether they are convex, concave, or neither. The key points are: 1) A function is convex if its second derivative is always positive. A function is concave if its second derivative is always negative. 2) Common functions like ex, e-x, x3 are convex. Functions like log(x) and tan(x) are concave for certain ranges. 3) The sum of convex functions is convex. The composition of a convex and monotonic increasing function is also convex. 4) Optimization problems can be convex if the objective function is convex and constraints are convex or concave. This

Uploaded by

moeed111
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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4.

A: Convex Set

Because all five points can be joined by a line segment and that line lies completely inside the set.

B: Non-Convex Set

Because two points of a star can be joined by the line segment which lies outside the set.

C:Non-Convex Set

As the set has an indent in which the points X and Y can be joined by the line segment which does not lie
completely inside the set.

5.

d
f ( x )=cf ( x )
dx

f ' ( x )=cf ( x )
d ' d
( f ( x ) )= ( cf ( x ) )
dx dx
d ' d
( f ( x ) )=c ( f ( x ) )
dx dx
d '
( f ( x ) )=c ( cf ( x ) )
dx

d2 ( ) 2 ( )
f x =c f x
d x2

As , c2 >0.

d2
So the > 0 , for all c . Thus, f ( x ) is convex set.
d x2
6.

Is set of rational numbers convex set?

A set c is called convex if ∀ x , y ∈C and all t ∈(0,1), the point ( 1−t ) x+ty always belongs to C.

a
A={ ∨a , b=±1 , ± 2, … }
b
3 −3 1
x= ; y= ; t=
4 4 2
1
( 1− )∗3 3 ∗1
Then 2 4
( 1−t ) x+ty= −
4 2
1 1
∗3 ∗3
2 2
− =0
4 4
A is not convex.

7.

Is set of Real numbers convex set?

A= {ab ∨a ,b ∈ R , b≠ 0}is convex


Take,b=1 , then

A1= { a|a ∈ R }=R

Thus, R=A 1 ≤ A ≤ R ↔ A=R

Clearly R is convex, hence A is convex.

8.

If following functions are convex, concave or neither?

a. f ( x )=4 x−2
f ' ' ( x ) =0
f (−x )=−4 x−2
f ' ' ( x ) =0
Function is both convex and concave.
b. f ( x )=log ( x ) , x >0
−1
f '' ( x) = 2
(ln 10)x
f ' ' ( x ) < 0; for x >0
−f ( x )=−log ( x ) , x> 0
1
−f '' ( x ) = 2
(ln 10)x
f ' ' ( x ) > 0; for x >0
So, the function is concave.

c. f ( x )=e x , x >0
f ' ' ( x ) =e x
f '' ( x) > 0
So, the function is convex.

d. f ( x )=e−x , x >0
f ' ' ( x ) =e−x , x >0

f '' ( x) > 0
So, the function is convex.

e. f ( x )=cos ⁡( x )
f ' ' ( x ) =−cos ( x )
π 3π
f ' ' ( x ) > 0; for only +2 kπ < x < +2 kπ
2 2
So, function is neither convex nor concave.

f. f ( x )=tan ( x )
2 sin x
f ' ' ( x ) =2 sec 2 x tan x=
cos 3 x
π 3π
f ' ' ( x ) > 0; for only 0< x< ∪ π < x<
2 2
So, function is neither convex nor concave.
π
g. f ( x )=tan ( x ) ; for− < x<0
2
'' 2
f ( x ) =2 sec x tan x
π
for− < x< 0
2
''
f ( x ) < 0.
−f ( x )=−tan x
π
for− < x< 0
2
''
−f ( x ) > 0.
π
So, the function is concave for− < x< 0
2

h. f ( x )=exp ( x2 ) , for x <0


2

f ' ' ( x ) =2 e x ( 2 x 2+ 1)

f ' ' ( x ) > 0; for x <0


So, the function is convex.
π
i. f ( x )=exp ( cos ( x ) ) ; 0< x<
2
f ( x ) =−e cos x+ e sin 2 x
'' cos x cos x

f ' ' ( x ) =e cos x (sin2 x−cos x)


f ' ' ( x ) =e cos x (1−cos 2 x−cos x)
f ' ' ( x ) =e cos x ¿
π
f ' ' ( x ) > 0; for 0< x <
2
So, the function is convex.

π π
j. f ( x )=cos x ; for− < x<
2 2
''
f ( x ) =−cos x
−f ( x )=−cos x ;
−f '' ( x ) =cos x

π π
for− < x<
2 2
''
−f ( x ) > 0
So, the function is concave.

k. f ( x )=3 x 3
f ' ' ( x ) =18 x
f ' ' ( x ) > 0; for x >0
−f ( x )=−3 x 3
f ' ' (−x )=−18 x
f ' ' (−x )> 0; for x <0
So the function is neither convex nor concave
l. f ( x )=log ⁡( x 2+ 1)
2∗(1−x 2)
f '' ( x) = 2
ln 10∗( x 2 +1 )
f ' ' ( x ) > 0; for x >1
f ' ' ( x ) < 0; for x <1

So, the function is neither convex nor concave

9.

f ( x )∧g ( x ) are convex function. So,


f '' ( x) > 0
g' ' ( x ) >0
If ( ( x )+ g ( x ) is convex.)
d
( f ( x ) + g ( x )) =f ' ( x )+ g ' ( x )
dx
d
( f ¿¿ ' ( x )+ g ' ( x ))=f ' ' ( x ) + g' ' ( x ) ¿
dx
As,
f '' ( x) > 0
g' ' ( x ) >0
So, ( f ¿ ¿ ' ' ( x )+ g ' ' ( x ) )>0 ¿
Thus f ( x ) + g ( x ) is convex.

10.

Any function h : x → y is convex if

h ( t x 1 + ( 1−t ) x2 ) ≤ th ( x 1 ) + ( 1−t ) h ( x 2 )

∀ x1 , x 2 ∈ X ,t ∈[0,1]

Now, if f and g are convex. So, these two satisfies these.

Now, consider,

( f ∘ g)(t x 1+ (1−t ) x 2)

t ∈[0,1]

g ( t x 1 + ( 1−t ) x 2 ) ≤tg ( x 1 ) +(1−t) g (x2 )

f is monotonic. So, for x ≤ y → f ( x ) ≤ f ( y )

f ( g (t x 1+ ( 1−t ) x 2) ) ≤ f ( tg ( x 1 ) + ( 1−t ) g ( x 2 ) )

f ( g (t x 1+ ( 1−t ) x 2) ) ≤ tf ( g ( x 1 ) ) +(1−t) f ( g( x 2))

( f ∘ g ) ( t x 1+ (1−t ) x 2 ) ≤ t ( f ∘ g ) ( x 1) +(1−t ) ( f ∘ g ) ( x 2)

So, ( f ∘ g ) is convex.

11.

If f ( x )is convex. Then

f '' ( x) > 0
g ( x )=−f ( x ) is concave.
Let, α ∈[0,1]
g ( ( 1−α ) x+ αy )=−f ( ( 1−α ) x+ αy )

Since f is convex,

f ( ( 1−α ) x +αy) ≤ (1−α ) f (x)+ αf ( y )

−f ( (1−α ) x +αy ) ≥−( 1−α ) f ( x)+ αf ( y )

−f ( (1−α ) x +αy ) ≥ ( 1−α ) (−f ( x ) )+ α (−f ( y ) )

−f ( (1−α ) x +αy )=( 1−α ) (g ( x ))+α ( g ( y ))

So,

g ( ( 1−α ) x+ αy ) ≥ ( 1−α ) (g ( x ))+ α ( g ( y ) )

So, g is concave.

12.

a. Minimize x 3−2 x 2+2 subject to x >2

f ( x )=x 3−2 x 2+ 2
g ( x )=x−2>0
f is convex and g is concave.
By definition.

f ( λx+ ( 1−λ ) y ) ≤ λ f ( x ) +(1−λ)f ( y)


2 2
λ 3 x 3+ ( 1−λ ) y 3 +3 λ2 x 2 ( 1−λ ) y +3 λ x ( 1−λ ) y 2−2 λ2 x2 −2 ( 1−λ ) y 2−2 λ (1−λ ) xy +2≤ λ ( x 3−2 x 2+ 2 ) +(1−λ)( y 3−
So, f is convex

g is both convex and concave. So, it is a convex optimization.


b.

1
Minimize x 2+ 2 subject to cos x ≤
2

f ( x )=x 2 +2
1
g ( x )=cos x− ≤ 0
2
2
f ( λ x+ ( 1−λ ) y )=( λ x + ( 1− λ ) y ) + 2

f ( λx+ ( 1−λ ) y )=λ 2 x 2 + ( 1−x )2 y 2 +2 λ ( 1−λ ) xy +2

λ f ( x )= λ ( x 2+2 )
( 1−λ ) f ( y )=( 1−λ)( y 2 +2)

f ( λx+ ( 1−λ ) y ) ≤ λ f ( x ) + ( 1− λ ) f ( y )

For y,

1
g ( λx + ( 1−λ ) y ) =cos ( λ x +(1−λ) y )−
2
1
(
λ g ( x )=λ cos x−
2 )
1
( 1−λ ) g ( y )=(1− λ)( cos y− )
2
So,

g ( λx + ( 1−λ ) y ) ≤ λg ( x ) + ( 1− λ ) g ( y )

So, we know that

f ( x ) is convex and g ( x ) is also convex. Thus,, the problem is convex optimization.

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