Let f : X → R be differentiable on the open convex set X ⊂ Rn . Prove:
a) f is (strictly) convex, if and only if
f (y) − f (x) ≥ (>) ∇f (x)>(y − x) ∀ x, y ∈ X.
b) Let f also be twice continuously differentiable. Prove
i) f convex ⇔ Hess(f (x)) 0 for all x ∈ X ,
ii) f strictly convex ⇐ Hess(f (x)) 0 for all x ∈ X ,
iii) f uniformly convex ⇔ d>Hess(f (x))d ≥ μ‖d‖2 for all x ∈ X , d ∈ Rn and
μ > 0 .
Why does ” ⇒ ” not hold in b) ii) ?
MathBot Answer:
MathBot is working on a solution to your problem.
