Variational methods - prove f is convex in R->R

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In summary: Therefore, f is convex if and only if its Hessian matrix is nonnegative.In summary, to prove that a function f is convex, we can show that its Hessian matrix is nonnegative. And to prove the other direction, we can use the definition of convexity and the properties of the Hessian matrix. Therefore, f is convex if and only if its Hessian matrix is nonnegative.
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Suppose f:R^N -> R is twice differentiable. Prove that f is convex if and only if its Hessian gradiant^2 f(x) is nonnegative.

How do I go about proving this? and my professor said I only need to consider when N=1. so R->R.
any help would be greatly appreciated.

For proving it backwards, this is what i have, but i am not sure if it is correct.
If the Hessian of F is nonnegative definite, then the function is locally strictly convex. A function that is locally strictly convex everywhere is strictly convex.

and I am not sure how to prove it other way
 
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To prove that f is convex if its Hessian is nonnegative, we can use the definition of convexity. A function f is convex if for any two points x and y in its domain, the line segment connecting f(x) and f(y) lies above or on the graph of f. In other words, f(tx + (1-t)y) <= tf(x) + (1-t)f(y) for all t in [0,1].

Now, let's consider the Hessian matrix of f at some point x. This matrix is defined as the matrix of second partial derivatives of f at x, denoted as H(x). Since f is twice differentiable, H(x) exists and is a symmetric matrix.

If H(x) is nonnegative, it means that all its eigenvalues are nonnegative. This implies that H(x) is positive semidefinite, which in turn implies that f is locally convex at x. This means that for any two points x and y in the domain of f, the line segment connecting f(x) and f(y) lies above or on the graph of f in a small neighborhood around x. Since this holds for all x, we can conclude that f is globally convex.

To prove that f is strictly convex, we can use the fact that a function is strictly convex if and only if its Hessian matrix is positive definite. So, if the Hessian of f is nonnegative, it means that all its eigenvalues are positive or zero. This implies that f is strictly convex at every point in its domain, and therefore, globally strictly convex.

In conclusion, we have shown that if the Hessian of f is nonnegative, then f is convex and strictly convex, which proves the statement in both directions.
 

FAQ: Variational methods - prove f is convex in R->R

What is a variational method?

A variational method is a mathematical technique used to find the best possible value of a function within a given set of constraints. It involves finding the minimum or maximum value of a functional (a function that takes in a function as its input) by varying the function itself.

What does it mean for a function to be convex?

A function is convex if the line segment connecting any two points on the graph of the function lies above or on the graph. In other words, a convex function is one where the slope of the function is always increasing or staying the same.

How do you prove that a function is convex using variational methods?

To prove that a function is convex using variational methods, you need to show that the second derivative of the function is always positive or zero. This can be done by setting up a variational problem and finding the Euler-Lagrange equation, which is a necessary condition for a function to be convex. If the Euler-Lagrange equation is satisfied, then the function is convex.

Can variational methods be used to prove that a function is not convex?

Yes, variational methods can also be used to prove that a function is not convex. This can be done by finding a counterexample – a line segment that is below the graph of the function, which would violate the definition of convexity.

Are there any limitations to using variational methods to prove convexity?

One limitation of using variational methods to prove convexity is that it can be a time-consuming process, especially for more complex functions. Additionally, in some cases, the Euler-Lagrange equation may not have a solution or may be difficult to solve, making it challenging to use variational methods for proving convexity.

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