Prove concavity of a particular function











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The exercise is the following. Let $f:Ulongrightarrowmathbb{R}$ be semiconcave on the open set $U$, that is there exists a constant $Kgeq0$ such that
$$
lambda f(x)+(1-lambda)f(y)leq f(lambda x+(1-lambda)y)+frac{1}{2}Klambda(1-lambda)|x-y|^2
$$

for all $x, yin U$ and $lambdain[0, 1]$. Prove that the above inequality is equivalent to the concavity of the map $xmapsto f(x)-frac{1}{2}K|x|^2$. I cannot prove this equivalence. In particular, by the concavity of $xmapsto f(x)-frac{1}{2}K|x|^2$, I obtain the inequality
$$
lambda f(x)+(1-lambda)f(y)leq f(lambda x+(1-lambda)y)+frac{K}{2}(lambda|x|^2+(1-lambda)|y|^2-|lambda x+(1-lambda)y|^2).
$$

How can I get the desired result?



Thank You










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    The exercise is the following. Let $f:Ulongrightarrowmathbb{R}$ be semiconcave on the open set $U$, that is there exists a constant $Kgeq0$ such that
    $$
    lambda f(x)+(1-lambda)f(y)leq f(lambda x+(1-lambda)y)+frac{1}{2}Klambda(1-lambda)|x-y|^2
    $$

    for all $x, yin U$ and $lambdain[0, 1]$. Prove that the above inequality is equivalent to the concavity of the map $xmapsto f(x)-frac{1}{2}K|x|^2$. I cannot prove this equivalence. In particular, by the concavity of $xmapsto f(x)-frac{1}{2}K|x|^2$, I obtain the inequality
    $$
    lambda f(x)+(1-lambda)f(y)leq f(lambda x+(1-lambda)y)+frac{K}{2}(lambda|x|^2+(1-lambda)|y|^2-|lambda x+(1-lambda)y|^2).
    $$

    How can I get the desired result?



    Thank You










    share|cite|improve this question
























      up vote
      2
      down vote

      favorite









      up vote
      2
      down vote

      favorite











      The exercise is the following. Let $f:Ulongrightarrowmathbb{R}$ be semiconcave on the open set $U$, that is there exists a constant $Kgeq0$ such that
      $$
      lambda f(x)+(1-lambda)f(y)leq f(lambda x+(1-lambda)y)+frac{1}{2}Klambda(1-lambda)|x-y|^2
      $$

      for all $x, yin U$ and $lambdain[0, 1]$. Prove that the above inequality is equivalent to the concavity of the map $xmapsto f(x)-frac{1}{2}K|x|^2$. I cannot prove this equivalence. In particular, by the concavity of $xmapsto f(x)-frac{1}{2}K|x|^2$, I obtain the inequality
      $$
      lambda f(x)+(1-lambda)f(y)leq f(lambda x+(1-lambda)y)+frac{K}{2}(lambda|x|^2+(1-lambda)|y|^2-|lambda x+(1-lambda)y|^2).
      $$

      How can I get the desired result?



      Thank You










      share|cite|improve this question













      The exercise is the following. Let $f:Ulongrightarrowmathbb{R}$ be semiconcave on the open set $U$, that is there exists a constant $Kgeq0$ such that
      $$
      lambda f(x)+(1-lambda)f(y)leq f(lambda x+(1-lambda)y)+frac{1}{2}Klambda(1-lambda)|x-y|^2
      $$

      for all $x, yin U$ and $lambdain[0, 1]$. Prove that the above inequality is equivalent to the concavity of the map $xmapsto f(x)-frac{1}{2}K|x|^2$. I cannot prove this equivalence. In particular, by the concavity of $xmapsto f(x)-frac{1}{2}K|x|^2$, I obtain the inequality
      $$
      lambda f(x)+(1-lambda)f(y)leq f(lambda x+(1-lambda)y)+frac{K}{2}(lambda|x|^2+(1-lambda)|y|^2-|lambda x+(1-lambda)y|^2).
      $$

      How can I get the desired result?



      Thank You







      real-analysis inequality convex-analysis






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      asked Nov 16 at 16:35









      Jeji

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          Expanding
          $$lvert lambda x + (1 - lambda y)rvert^2 = lambda^2 lvert xrvert^2 + 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)^2 lvert yrvert^2$$
          you can write
          $$lambdalvert xrvert^2 + (1 - lambda)lvert yrvert^2 - lvert lambda x + (1 - lambda) yrvert^2 = (lambda - lambda^2)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + [(1 -lambda) - (1 - lambda)^2]lvert yrvert^2$$ or $$lambda(1 - lambda)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)lambda lvert yrvert^2$$ The latter expression is the same as $$lambda(1 - lambda)lvert x - yrvert^2$$
          You can do something similar for the proof of the other direction.






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            Expanding
            $$lvert lambda x + (1 - lambda y)rvert^2 = lambda^2 lvert xrvert^2 + 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)^2 lvert yrvert^2$$
            you can write
            $$lambdalvert xrvert^2 + (1 - lambda)lvert yrvert^2 - lvert lambda x + (1 - lambda) yrvert^2 = (lambda - lambda^2)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + [(1 -lambda) - (1 - lambda)^2]lvert yrvert^2$$ or $$lambda(1 - lambda)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)lambda lvert yrvert^2$$ The latter expression is the same as $$lambda(1 - lambda)lvert x - yrvert^2$$
            You can do something similar for the proof of the other direction.






            share|cite|improve this answer

























              up vote
              1
              down vote



              accepted










              Expanding
              $$lvert lambda x + (1 - lambda y)rvert^2 = lambda^2 lvert xrvert^2 + 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)^2 lvert yrvert^2$$
              you can write
              $$lambdalvert xrvert^2 + (1 - lambda)lvert yrvert^2 - lvert lambda x + (1 - lambda) yrvert^2 = (lambda - lambda^2)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + [(1 -lambda) - (1 - lambda)^2]lvert yrvert^2$$ or $$lambda(1 - lambda)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)lambda lvert yrvert^2$$ The latter expression is the same as $$lambda(1 - lambda)lvert x - yrvert^2$$
              You can do something similar for the proof of the other direction.






              share|cite|improve this answer























                up vote
                1
                down vote



                accepted







                up vote
                1
                down vote



                accepted






                Expanding
                $$lvert lambda x + (1 - lambda y)rvert^2 = lambda^2 lvert xrvert^2 + 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)^2 lvert yrvert^2$$
                you can write
                $$lambdalvert xrvert^2 + (1 - lambda)lvert yrvert^2 - lvert lambda x + (1 - lambda) yrvert^2 = (lambda - lambda^2)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + [(1 -lambda) - (1 - lambda)^2]lvert yrvert^2$$ or $$lambda(1 - lambda)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)lambda lvert yrvert^2$$ The latter expression is the same as $$lambda(1 - lambda)lvert x - yrvert^2$$
                You can do something similar for the proof of the other direction.






                share|cite|improve this answer












                Expanding
                $$lvert lambda x + (1 - lambda y)rvert^2 = lambda^2 lvert xrvert^2 + 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)^2 lvert yrvert^2$$
                you can write
                $$lambdalvert xrvert^2 + (1 - lambda)lvert yrvert^2 - lvert lambda x + (1 - lambda) yrvert^2 = (lambda - lambda^2)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + [(1 -lambda) - (1 - lambda)^2]lvert yrvert^2$$ or $$lambda(1 - lambda)lvert xrvert^2 - 2lambda(1 - lambda)langle x,yrangle + (1 - lambda)lambda lvert yrvert^2$$ The latter expression is the same as $$lambda(1 - lambda)lvert x - yrvert^2$$
                You can do something similar for the proof of the other direction.







                share|cite|improve this answer












                share|cite|improve this answer



                share|cite|improve this answer










                answered Nov 16 at 17:16









                kobe

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