Exercise 13.13 - Lower bounds to convex functions

Answers

Since f is a convex function, then any hyperplane that is tangent to an arbitrary point 𝐱 dom ( f ) has the entire f above it. Denote the normal of the hyperplane at 𝐱 by 𝐧 𝐱 , then the hyperplane intersect with 𝐱 at ( 𝐱 , ϕ 𝐱 ) with:

( 𝐱 𝐱 , f ( 𝐱 ) ϕ 𝐱 ) 𝐧 𝐱 = 0 .

And we have:

f ( 𝐱 ) ϕ 𝐱 .

This assertation holds for arbitrary 𝐱 , hence:

f ( 𝐱 ) sup 𝐱 ( ϕ 𝐱 ) .

For more details, refer to Rigorous Affine Lower Bound Functions for Multivariate Polynomials and Their Use in Global Optimisation.

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2021-03-24 13:42
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