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
2
Q
convex function
A
on a convex set
f(λx+(1-λ)y)<=λf(x)+(1-λ)f(y)
3
Q
strictly convex function
A
f(λx+(1-λ)y)<λf(x)+(1-λ)f(y)
4
Q
non-negative definite matrix
A
<x,Ax»=0
5
Q
positive definite matrix
A
<x,Ax»0
6
Q
Legendre transform
A
f(x)=sup{<x*,x>-f(x):x in R^n}
7
Q
coercive function
A
f(x)/|x| tends to infinity as x tends to infinity