Convexity and Legendre transform Flashcards

1
Q

convex set

A

for all x,y in set and λ in [0,1]
λx+(1-λ)y in set

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2
Q

convex function

A

on a convex set
f(λx+(1-λ)y)<=λf(x)+(1-λ)f(y)

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3
Q

strictly convex function

A

f(λx+(1-λ)y)<λf(x)+(1-λ)f(y)

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4
Q

non-negative definite matrix

A

<x,Ax»=0

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5
Q

positive definite matrix

A

<x,Ax»0

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6
Q

Legendre transform

A

f(x)=sup{<x*,x>-f(x):x in R^n}

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7
Q

coercive function

A

f(x)/|x| tends to infinity as x tends to infinity

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