Question: 1. Recall that a function f : R n R is convex if for all x, y R n and [0, 1], f(x) + (1
1. Recall that a function f : R n R is convex if for all x, y R n and [0, 1], f(x) + (1 )f(y) f(x + (1 )y). Using this definition, show that
(a) f(x) = wf1(x) is a convex function for x R n whenever f1 : R n R is a convex function and w 0
(b) f(x) = f1(x) + f2(x) is a convex function for x R n whenever f1 : R n R and f2 : R n R are convex functions
(c) f(x) = f1(Ax + b) is a convex function for x R m whenever f1 : R n R is a convex function and A R nm and b R n . Note: this notation means that A is a matrix with n rows and m columns.
Prof says just use algebra. Thanks!
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