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Convex analysis information


A 3-dimensional convex polytope. Convex analysis includes not only the study of convex subsets of Euclidean spaces but also the study of convex functions on abstract spaces.

Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex minimization, a subdomain of optimization theory.

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Convex analysis

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Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex...

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Convex function

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nonnegative matrix is a convex function of its diagonal elements. Concave function Convex analysis Convex conjugate Convex curve Convex optimization Geodesic...

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Convex set

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devoted to the study of properties of convex sets and convex functions is called convex analysis. The notion of a convex set can be generalized as described...

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Convex conjugate

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mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transformation which applies to non-convex functions. It is also...

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Convex optimization

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Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently...

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Convex hull

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In geometry, the convex hull, convex envelope or convex closure of a shape is the smallest convex set that contains it. The convex hull may be defined...

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Convex cone

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linear combinations with positive coefficients. It follows that convex cones are convex sets. In this article, only the case of scalars in an ordered field...

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Locally convex topological vector space

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In functional analysis and related areas of mathematics, locally convex topological vector spaces (LCTVS) or locally convex spaces are examples of topological...

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Proper convex function

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mathematical analysis, in particular the subfields of convex analysis and optimization, a proper convex function is an extended real-valued convex function...

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List of things named after Carl Friedrich Gauss

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Carl Friedrich Gauss (1777–1855) is the eponym of all of the topics listed below. There are over 100 topics all named after this German mathematician and...

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Convex geometry

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naturally in many areas: computational geometry, convex analysis, discrete geometry, functional analysis, geometry of numbers, integral geometry, linear...

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Convex combination

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In convex geometry and vector algebra, a convex combination is a linear combination of points (which can be vectors, scalars, or more generally points...

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Closed convex function

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(2004). Convex optimization (PDF). New York: Cambridge. pp. 639–640. ISBN 978-0521833783. Rockafellar, R. Tyrrell (1997) [1970]. Convex Analysis. Princeton...

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Convexity in economics

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function is the convex conjugate of the cost function. Convex analysis is the standard tool for analyzing textbook economics. Non‑convex phenomena in economics...

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Quadratic programming

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augmented Lagrangian algorithm for solving convex quadratic optimization problems" (PDF). Journal of Convex Analysis. 12: 45–69. Archived (PDF) from the original...

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Quasiconvex function

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on a convex subset of a real vector space such that the inverse image of any set of the form ( − ∞ , a ) {\displaystyle (-\infty ,a)} is a convex set....

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Dual cone and polar cone

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Dual cone and polar cone are closely related concepts in convex analysis, a branch of mathematics. The dual cone C* of a subset C in a linear space X...

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Variational analysis

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In mathematics, variational analysis is the combination and extension of methods from convex optimization and the classical calculus of variations to a...

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Bipolar theorem

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a theorem in functional analysis that characterizes the bipolar (that is, the polar of the polar) of a set. In convex analysis, the bipolar theorem refers...

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Absolutely convex set

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of a real or complex vector space is said to be absolutely convex or disked if it is convex and balanced (some people use the term "circled" instead of...

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Mathematical analysis

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processes. Set-valued analysis – applies ideas from analysis and topology to set-valued functions. Convex analysis, the study of convex sets and functions...

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Concave function

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is one for which the value at any convex combination of elements in the domain is greater than or equal to the convex combination of the values at the...

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Logarithmically concave function

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In convex analysis, a non-negative function f : Rn → R+ is logarithmically concave (or log-concave for short) if its domain is a convex set, and if it...

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Contraction mapping

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1080/02331930412331327157. S2CID 219698493. Bauschke, Heinz H. (2017). Convex Analysis and Monotone Operator Theory in Hilbert Spaces. New York: Springer...

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LogSumExp

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El Ghaoui, Laurent (2017). Optimization Models and Applications. "convex analysis - About the strictly convexity of log-sum-exp function - Mathematics...

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