Proving Convexity of g with f's Convexity

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SUMMARY

The discussion centers on proving the convexity of the function g defined as g=f(Ax+b) given that f is a convex function. It is established that for g to be convex, f must be real-valued, and A is defined as an nxm matrix. Participants emphasize the importance of understanding the definition of convex functions and suggest writing down the desired inequality to facilitate manipulation during the proof process.

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Homework Statement



Let f:Rn\rightarrowRnxmtex] and b\inRn. Define g:Rm\rightarrowR 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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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.
 

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