MHB How can the convexity of a disk be proved using linear algebra?

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The discussion focuses on proving the convexity of the set defined by the inequality x^2 + y^2 ≤ 25, which represents a disk in the Cartesian plane. The proof involves demonstrating that for any two points within the disk, the line segment connecting them also lies within the disk. This is achieved by using a combination of algebraic manipulation and the Cauchy-Schwarz inequality to show that the squared distance of any point on the segment does not exceed 25. A clarification is made regarding the Cauchy-Schwarz inequality, confirming that the absolute value is not necessary for the proof's validity. The conversation emphasizes the importance of these mathematical principles in establishing convexity.
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I am working on a linear algebra problem like this:

> Consider the set of all points $(x,y) \in \mathbb R^2$ as defined by $x^2 + y^2 \leq 25$. Prove that $x^2 + y^2 \leq 25$ is convex.

Here is what I have made out so far:

(1) $x^2 + y^2 \leq 25$ is a disk with center at the origin of Cartesian coordinate with radius of $5$. Consider two points in the disk as defined by $P(a,b)$ and $Q(c,d)$. Consider also point $R(e,f)$ which lays in the segment line $\overline {PQ}$.

(2) By way of contradiction, we will assume that $R(e,f)$ lays outside of the disk. Hence, while we have $a^2+b^2 \leq$ 25 and $c^2+d^2 \leq 25$, we assume that $e^2+f^2 > 25$.

(3) Since $R(e,f)$ lays in the line segment $\overline {PQ}$, there exist $t_1 \geq 0$, and $t_2 \geq 0$, with $t_1 + t_2 = 1$, such that
$$\begin{align}
(e, f) &= t_1(a,b) + t_2(c,d)\\
&= at_1 + ct_2, bt_1 + dt_2.
\end{align}$$

After the third step, I believe that I need to algebraically manipulate $(at_1 + ct_2)^2 + (bt_1 + dt_2)^2$ such that $(at_1 + ct_2)^2 + (bt_1 + dt_2)^2 > 25$ is impossible. However, I am stuck on how to contradict my own assumption. Do I have to use the Triangle Inequality instead? Any helps or suggestion would be very much appreciated.

Thank you before hand for your time and effort.
 
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Hi Tarrant,

To show that your set (which I'll call $\Omega$) is convex, prove that given $\lambda\in [0,1]$, $(x,y),(a,b)\in \Omega$, we have $\lambda(x,y) + (1 - \lambda)(a,b)\in \Omega$, i.e., $(\lambda x + (1 - \lambda)a, \lambda y + (1 - \lambda) b) \in \Omega$. Obtain the identity

$$[\lambda x + (1 - \lambda)a]^2 + [\lambda y + (1 - \lambda)b]^2 = \lambda^2(x^2 + y^2) + 2\lambda(1 - \lambda)(xa + yb) + (1 - \lambda)^2(a^2 + b^2)$$

Since $x^2 + y^2 \le 25$ and $a^2 + b^2 \le 25$, then $\lambda^2(x^2 + y^2) \le 25\lambda^2$ and $(1 - \lambda)^2(a^2 + b^2) \le 25(1 - \lambda)^2$. Now, by the Cauchy-Schwarz inequality, $xa + yb \le \sqrt{x^2 + y^2}\cdot \sqrt{a^2 + b^2} \le 5 \cdot 5 = 25$. Therefore $2\lambda(1 - \lambda)(xa + yb) \le 25 \cdot 2\lambda(1-\lambda)$. Consequently,

$$\lambda^2(x^2 + y^2) + 2\lambda(1 - \lambda)(xa + yb) + (1 - \lambda)^2(a^2 + b^2) \le 25\lambda^2 + 25\cdot 2\lambda(1-\lambda) + (1 - \lambda)^2 = 25[\lambda^2 + 2\lambda(1 - \lambda) + (1 - \lambda)^2] = 25[\lambda + (1 - \lambda)]^2 = 25$$

This proves $[\lambda x + (1 - \lambda)a]^2 + [\lambda y + (1 - \lambda)b]^2 \le 25$, as desired.
 
Euge said:
Hi Tarrant,

To show that your set (which I'll call $\Omega$) is convex, prove that given $\lambda\in [0,1]$, $(x,y),(a,b)\in \Omega$, we have $\lambda(x,y) + (1 - \lambda)(a,b)\in \Omega$, i.e., $(\lambda x + (1 - \lambda)a, \lambda y + (1 - \lambda) b) \in \Omega$. Obtain the identity

$$[\lambda x + (1 - \lambda)a]^2 + [\lambda y + (1 - \lambda)b]^2 = \lambda^2(x^2 + y^2) + 2\lambda(1 - \lambda)(xa + yb) + (1 - \lambda)^2(a^2 + b^2)$$

Since $x^2 + y^2 \le 25$ and $a^2 + b^2 \le 25$, then $\lambda^2(x^2 + y^2) \le 25\lambda^2$ and $(1 - \lambda)^2(a^2 + b^2) \le 25(1 - \lambda)^2$. Now, by the Cauchy-Schwarz inequality, $xa + yb \le \sqrt{x^2 + y^2}\cdot \sqrt{a^2 + b^2} \le 5 \cdot 5 = 25$. Therefore $2\lambda(1 - \lambda)(xa + yb) \le 25 \cdot 2\lambda(1-\lambda)$. Consequently,

$$\lambda^2(x^2 + y^2) + 2\lambda(1 - \lambda)(xa + yb) + (1 - \lambda)^2(a^2 + b^2) \le 25\lambda^2 + 25\cdot 2\lambda(1-\lambda) + (1 - \lambda)^2 = 25[\lambda^2 + 2\lambda(1 - \lambda) + (1 - \lambda)^2] = 25[\lambda + (1 - \lambda)]^2 = 25$$

This proves $[\lambda x + (1 - \lambda)a]^2 + [\lambda y + (1 - \lambda)b]^2 \le 25$, as desired.

Thank you for your quick response, and apology for not responding fast enough. I have one question though about the Cauchy-Schwartz Inequality:

(1) According to Wolfram MathWorld, the vector form of the inequality looks like this:
$$||\mathbf a \cdot \mathbf b|| \leq ||\mathbf a|| \ ||\mathbf b||,$$
see its link here: Cauchy's Inequality -- from Wolfram MathWorld

Don't you think the left-hand side should be absolute sign instead, so that it goes like this:
$$|\mathbf a \cdot \mathbf b| \leq ||\mathbf a|| \ ||\mathbf b||,$$
simply because the result of a dot product is already scalar?

(2) If my observation is true, do you think you have to make sure that the left-hand side is always positive in order for your proof to be valid? Please let me know.

Thank you again and again for your quick response.
 
Tarrant said:
Thank you for your quick response, and apology for not responding fast enough. I have one question though about the Cauchy-Schwartz Inequality:

(1) According to Wolfram MathWorld, the vector form of the inequality looks like this:
$$||\mathbf a \cdot \mathbf b|| \leq ||\mathbf a|| \ ||\mathbf b||,$$
see its link here: Cauchy's Inequality -- from Wolfram MathWorld

Don't you think the left-hand side should be absolute sign instead, so that it goes like this:
$$|\mathbf a \cdot \mathbf b| \leq ||\mathbf a|| \ ||\mathbf b||,$$
simply because the result of a dot product is already scalar?

Yes, you're right. The author made a typo there.

Tarrant said:
(2) If my observation is true, do you think you have to make sure that the left-hand side is always positive in order for your proof to be valid? Please let me know.

No. For all real numbers $t$, $t\le \lvert t\rvert$. So $xa + yb \le \lvert xa + yb\rvert \le \sqrt{x^2 + y^2}\sqrt{a^2 + b^2}$. Since $2\lambda(1 - \lambda)$ is a nonnegative number, then $2\lambda(1 - \lambda)(xa + yb) \le 2\lambda(1-\lambda)\sqrt{x^2 + y^2}\sqrt{a^2 + b^2}$.
 
Thank you again and again.
 
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