Prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex












6












$begingroup$


Let $X$ be a vector space. I was able to prove that $Vertcdot Vert:Xto Bbb{R},$ is a convex function, i.e., for all $x,yin X$ and $lambda in [0,1],$



begin{align} Vert lambda x+(1-lambda)y Vert leq lambda Vert xVert+(1-lambda)Vert y Vertend{align}



Now, I want to prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex. So, here's what I've done!



MY WORK



begin{align} Vert lambda x+(1-lambda)y Vert^2 leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2,;;text{for all};; x,yin X;; text{and};; lambda in [0,1].end{align}



So, any help please on how to proceed?










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  • 3




    $begingroup$
    do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
    $endgroup$
    – supinf
    Nov 30 '18 at 10:40










  • $begingroup$
    @supinf: I made some edits!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:16










  • $begingroup$
    Does your vector space also provide inner product?
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:54
















6












$begingroup$


Let $X$ be a vector space. I was able to prove that $Vertcdot Vert:Xto Bbb{R},$ is a convex function, i.e., for all $x,yin X$ and $lambda in [0,1],$



begin{align} Vert lambda x+(1-lambda)y Vert leq lambda Vert xVert+(1-lambda)Vert y Vertend{align}



Now, I want to prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex. So, here's what I've done!



MY WORK



begin{align} Vert lambda x+(1-lambda)y Vert^2 leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2,;;text{for all};; x,yin X;; text{and};; lambda in [0,1].end{align}



So, any help please on how to proceed?










share|cite|improve this question











$endgroup$








  • 3




    $begingroup$
    do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
    $endgroup$
    – supinf
    Nov 30 '18 at 10:40










  • $begingroup$
    @supinf: I made some edits!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:16










  • $begingroup$
    Does your vector space also provide inner product?
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:54














6












6








6


1



$begingroup$


Let $X$ be a vector space. I was able to prove that $Vertcdot Vert:Xto Bbb{R},$ is a convex function, i.e., for all $x,yin X$ and $lambda in [0,1],$



begin{align} Vert lambda x+(1-lambda)y Vert leq lambda Vert xVert+(1-lambda)Vert y Vertend{align}



Now, I want to prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex. So, here's what I've done!



MY WORK



begin{align} Vert lambda x+(1-lambda)y Vert^2 leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2,;;text{for all};; x,yin X;; text{and};; lambda in [0,1].end{align}



So, any help please on how to proceed?










share|cite|improve this question











$endgroup$




Let $X$ be a vector space. I was able to prove that $Vertcdot Vert:Xto Bbb{R},$ is a convex function, i.e., for all $x,yin X$ and $lambda in [0,1],$



begin{align} Vert lambda x+(1-lambda)y Vert leq lambda Vert xVert+(1-lambda)Vert y Vertend{align}



Now, I want to prove that $Vertcdot Vert^2:Xto Bbb{R},$ where $X$ is a vector space, is convex. So, here's what I've done!



MY WORK



begin{align} Vert lambda x+(1-lambda)y Vert^2 leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2,;;text{for all};; x,yin X;; text{and};; lambda in [0,1].end{align}



So, any help please on how to proceed?







functional-analysis analysis convex-analysis norm normed-spaces






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edited Nov 30 '18 at 11:25







Omojola Micheal

















asked Nov 30 '18 at 10:30









Omojola MichealOmojola Micheal

1,753324




1,753324








  • 3




    $begingroup$
    do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
    $endgroup$
    – supinf
    Nov 30 '18 at 10:40










  • $begingroup$
    @supinf: I made some edits!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:16










  • $begingroup$
    Does your vector space also provide inner product?
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:54














  • 3




    $begingroup$
    do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
    $endgroup$
    – supinf
    Nov 30 '18 at 10:40










  • $begingroup$
    @supinf: I made some edits!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:16










  • $begingroup$
    Does your vector space also provide inner product?
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:54








3




3




$begingroup$
do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
$endgroup$
– supinf
Nov 30 '18 at 10:40




$begingroup$
do you want to specifically know if $|cdot|^2$ is convex? then you should make this more clear, also in the title
$endgroup$
– supinf
Nov 30 '18 at 10:40












$begingroup$
@supinf: I made some edits!
$endgroup$
– Omojola Micheal
Nov 30 '18 at 11:16




$begingroup$
@supinf: I made some edits!
$endgroup$
– Omojola Micheal
Nov 30 '18 at 11:16












$begingroup$
Does your vector space also provide inner product?
$endgroup$
– Mostafa Ayaz
Nov 30 '18 at 11:54




$begingroup$
Does your vector space also provide inner product?
$endgroup$
– Mostafa Ayaz
Nov 30 '18 at 11:54










3 Answers
3






active

oldest

votes


















2












$begingroup$

In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.



See The composition of two convex functions is convex for the original claim.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    This is good! I like it!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31



















4












$begingroup$

Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Nice! (+1)......
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:53



















1












$begingroup$

Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    That's fine too!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31










  • $begingroup$
    Thank you. Good luck!
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:33










  • $begingroup$
    This only works if the norm comes from a scalar product, however.
    $endgroup$
    – Giuseppe Negro
    Nov 30 '18 at 11:50











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3 Answers
3






active

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3 Answers
3






active

oldest

votes









active

oldest

votes






active

oldest

votes









2












$begingroup$

In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.



See The composition of two convex functions is convex for the original claim.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    This is good! I like it!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31
















2












$begingroup$

In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.



See The composition of two convex functions is convex for the original claim.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    This is good! I like it!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31














2












2








2





$begingroup$

In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.



See The composition of two convex functions is convex for the original claim.






share|cite|improve this answer









$endgroup$



In general if $f$ is a convex function and $g$ is a convex nondecreasing function then the composition $g circ f$ is a convex function. Let $f(cdot)=|cdot |$ which maps to $mathbb{R}_{geq 0}$ and let $g(x)=x^2$ which is a nondecreasing convex function on $mathbb{R}_{geq 0}$. If follows that $g circ f (cdot)=| cdot |^2$ is a convex function.



See The composition of two convex functions is convex for the original claim.







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Nov 30 '18 at 11:05









EricEric

2068




2068












  • $begingroup$
    This is good! I like it!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31


















  • $begingroup$
    This is good! I like it!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31
















$begingroup$
This is good! I like it!
$endgroup$
– Omojola Micheal
Nov 30 '18 at 11:31




$begingroup$
This is good! I like it!
$endgroup$
– Omojola Micheal
Nov 30 '18 at 11:31











4












$begingroup$

Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Nice! (+1)......
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:53
















4












$begingroup$

Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Nice! (+1)......
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:53














4












4








4





$begingroup$

Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.






share|cite|improve this answer











$endgroup$



Just solved and thought to share it for the sake of future readers.
begin{align} Vert lambda x+(1-lambda)y Vert^2 &leq left( lambda Vert xVert+(1-lambda)Vert y Vertright)^2\ &leq lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2\ &= lambda^2 Vert xVert^2+2lambda(1-lambda)Vert xVertVert yVert+ (1-lambda)^2Vert yVert^2 -lambdaVert xVert^2 -(1-lambda)Vert yVert^2\&quad+lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{adding and substracting};lambdaVert xVert^2 +(1-lambda)Vert yVert^2 \ &= -lambda (1-lambda)left(Vert xVert-Vert yVertright)^2+lambdaVert xVert^2 +(1-lambda)Vert yVert^2\ &leq lambdaVert xVert^2 +(1-lambda)Vert yVert^2,;;text{since};-lambda (1-lambda)left(Vert xVert-Vert yVertright)^2leq 0.end{align}
Hence, $VertcdotVert^2$ is a convex function.







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share|cite|improve this answer








edited Nov 30 '18 at 11:20

























answered Nov 30 '18 at 11:15









Omojola MichealOmojola Micheal

1,753324




1,753324












  • $begingroup$
    Nice! (+1)......
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:53


















  • $begingroup$
    Nice! (+1)......
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:53
















$begingroup$
Nice! (+1)......
$endgroup$
– Mostafa Ayaz
Nov 30 '18 at 11:53




$begingroup$
Nice! (+1)......
$endgroup$
– Mostafa Ayaz
Nov 30 '18 at 11:53











1












$begingroup$

Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    That's fine too!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31










  • $begingroup$
    Thank you. Good luck!
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:33










  • $begingroup$
    This only works if the norm comes from a scalar product, however.
    $endgroup$
    – Giuseppe Negro
    Nov 30 '18 at 11:50
















1












$begingroup$

Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.






share|cite|improve this answer









$endgroup$













  • $begingroup$
    That's fine too!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31










  • $begingroup$
    Thank you. Good luck!
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:33










  • $begingroup$
    This only works if the norm comes from a scalar product, however.
    $endgroup$
    – Giuseppe Negro
    Nov 30 '18 at 11:50














1












1








1





$begingroup$

Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.






share|cite|improve this answer









$endgroup$



Define $p=lambda x$ and $q=(1-lambda)y$, therefore we need to show that $$||p+q||^2le (||p||+||q||)^2$$which reduces to $$pcdot qle ||p||cdot ||q||$$which is the same famous Cauchy-Schwartz inequality. Therefore $||.||^2$ is convex.







share|cite|improve this answer












share|cite|improve this answer



share|cite|improve this answer










answered Nov 30 '18 at 11:25









Mostafa AyazMostafa Ayaz

14.7k3938




14.7k3938












  • $begingroup$
    That's fine too!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31










  • $begingroup$
    Thank you. Good luck!
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:33










  • $begingroup$
    This only works if the norm comes from a scalar product, however.
    $endgroup$
    – Giuseppe Negro
    Nov 30 '18 at 11:50


















  • $begingroup$
    That's fine too!
    $endgroup$
    – Omojola Micheal
    Nov 30 '18 at 11:31










  • $begingroup$
    Thank you. Good luck!
    $endgroup$
    – Mostafa Ayaz
    Nov 30 '18 at 11:33










  • $begingroup$
    This only works if the norm comes from a scalar product, however.
    $endgroup$
    – Giuseppe Negro
    Nov 30 '18 at 11:50
















$begingroup$
That's fine too!
$endgroup$
– Omojola Micheal
Nov 30 '18 at 11:31




$begingroup$
That's fine too!
$endgroup$
– Omojola Micheal
Nov 30 '18 at 11:31












$begingroup$
Thank you. Good luck!
$endgroup$
– Mostafa Ayaz
Nov 30 '18 at 11:33




$begingroup$
Thank you. Good luck!
$endgroup$
– Mostafa Ayaz
Nov 30 '18 at 11:33












$begingroup$
This only works if the norm comes from a scalar product, however.
$endgroup$
– Giuseppe Negro
Nov 30 '18 at 11:50




$begingroup$
This only works if the norm comes from a scalar product, however.
$endgroup$
– Giuseppe Negro
Nov 30 '18 at 11:50


















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