Problem 1. Let || · || be a norm in R". Prove that the function f(x) = ||x|| is convex. Hints: • Implicit in the definition is that the norm is defined for all vectors. So, you only need to check Jensen's inequality. • Since you are only given a generic norm (not some particular norm), you’ll need to make use of the properties in the definition of norm. • One helpful thing to keep in mind is that since 0 lies in the interval (0, 1], so does 1 – 0. That means both 0 and 1 – 0 are non-negative. That's useful to know when the terms |0| and |1 – 0| show up.
Problem 1. Let || · || be a norm in R". Prove that the function f(x) = ||x|| is convex. Hints: • Implicit in the definition is that the norm is defined for all vectors. So, you only need to check Jensen's inequality. • Since you are only given a generic norm (not some particular norm), you’ll need to make use of the properties in the definition of norm. • One helpful thing to keep in mind is that since 0 lies in the interval (0, 1], so does 1 – 0. That means both 0 and 1 – 0 are non-negative. That's useful to know when the terms |0| and |1 – 0| show up.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Given- Let be a norm in .
To Prove- Prove that the function is convex.
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A function is convex if it satisfies Jensen's inequality, i.e., for any and
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