Lecture

Convex Functions: Theory and Applications

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In course

MGT-418: Convex optimization

This course introduces the theory and application of modern convex optimization from an engineering perspective. ...

Description

This lecture covers the fundamental concepts of convex functions, including affine, convex, and conic hulls, convexity-preserving transformations, conic inequalities, and the epigraph and domain of functions. It also delves into the conditions for convexity, such as the 1st and 2nd-order conditions, and provides examples of convex functions. The lecture concludes with a discussion on checking convexity along lines as a method to verify the convexity of multivariate functions.

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Instructor

Daniel Kuhn

Official source

Related concepts (32)

Convex hull

In geometry, the convex hull or convex envelope or convex closure of a shape is the smallest convex set that contains it. The convex hull may be defined either as the intersection of all convex sets containing a given subset of a Euclidean space, or equivalently as the set of all convex combinations of points in the subset. For a bounded subset of the plane, the convex hull may be visualized as the shape enclosed by a rubber band stretched around the subset. Convex hulls of open sets are open, and convex hulls of compact sets are compact.

Affine hull

In mathematics, the affine hull or affine span of a set S in Euclidean space Rn is the smallest affine set containing S, or equivalently, the intersection of all affine sets containing S. Here, an affine set may be defined as the translation of a vector subspace. The affine hull aff(S) of S is the set of all affine combinations of elements of S, that is, The affine hull of the empty set is the empty set. The affine hull of a singleton (a set made of one single element) is the singleton itself.

Affine space

In mathematics, an affine space is a geometric structure that generalizes some of the properties of Euclidean spaces in such a way that these are independent of the concepts of distance and measure of angles, keeping only the properties related to parallelism and ratio of lengths for parallel line segments. In an affine space, there is no distinguished point that serves as an origin. Hence, no vector has a fixed origin and no vector can be uniquely associated to a point.

Transformation matrix

In linear algebra, linear transformations can be represented by matrices. If is a linear transformation mapping to and is a column vector with entries, then for some matrix , called the transformation matrix of . Note that has rows and columns, whereas the transformation is from to . There are alternative expressions of transformation matrices involving row vectors that are preferred by some authors. Matrices allow arbitrary linear transformations to be displayed in a consistent format, suitable for computation.

Transformation (function)

In mathematics, a transformation is a function f, usually with some geometrical underpinning, that maps a set X to itself, i.e. f: X → X. Examples include linear transformations of vector spaces and geometric transformations, which include projective transformations, affine transformations, and specific affine transformations, such as rotations, reflections and translations.

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