Proving Convexity of g with f's Convexity

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In summary, the problem involves proving that g is convex if f is convex, where f and g are real-valued functions and A is an nxm matrix. The key to solving this problem is understanding the definition of a convex function and manipulating the inequality in a way that makes it easier to apply the definition. If you get stuck, it is recommended to show your work.
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ahamdiheme
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Homework Statement



Let f:Rn[tex]\rightarrow[/tex]Rnxmtex] and b[tex]\in[/tex]Rn. Define g:Rm[tex]\rightarrow[/tex]R by
g=f(Ax+b)
Show that g is convex if f is convex

Homework Equations





The Attempt at a Solution


I need hints on how to go about this please.
 
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  • #2
Hi ahamdiheme,

What is the definition of a convex function? Immediately from that you should realize that f must be real-valued in order to be convex; also, I assume A is an nxm matrix.

To get the manipulation right in the inequality (when you look to apply the definition), it will help to write down what you want to arrive at to make the manipulation easier.

Show your work if you get stuck.
 

What is the definition of convexity in mathematics?

Convexity in mathematics refers to the property of a function or set that is always above the line segment connecting any two points within the function or set. In other words, a convex function or set has a "bowed out" shape and does not dip below the line connecting any two points.

How do you prove that a function g is convex using the convexity of a different function f?

To prove that a function g is convex using the convexity of a different function f, you must first show that the second derivative of f is always greater than or equal to 0. Then, using this information, you can use the definition of convexity to show that g is also convex.

What is the significance of proving convexity in mathematics?

Proving convexity in mathematics is important because it allows us to determine the behavior and properties of a function or set. Convexity is often used in optimization problems and helps us find the minimum or maximum value of a function. Additionally, convexity is used in economics, engineering, and other fields to model real-world situations.

Can a function be convex and concave at the same time?

No, a function cannot be convex and concave at the same time. By definition, a convex function always has a "bowed out" shape and a concave function always has a "bowed in" shape. These two shapes are mutually exclusive, meaning a function cannot have both properties at the same time.

Are there any shortcuts or tricks for proving convexity of a function?

There are no shortcuts or tricks for proving convexity of a function. The most reliable way to prove convexity is by using the definition and the properties of the second derivative. However, as with any mathematical concept, practice and experience can make the process easier and more intuitive.

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