Show the following: (a) (b) If f is K-convex, then its sublevel sets Ca are convex for all a. f is K-convex if and only if epik f is a convex set.

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Problem 3.
Let KCR be a proper cone with the associated generalized inequality
K, and let f: R" → Rm. For a € Rm, the a-sublevel set of f (with respect to K) is defined as
Ca = {x ER" | f(x) ≤k a}.
The epigraph of f, with respect to K, is defined as the set
Show the following:
(a)
(b)
epik f = {(x, t) € Rn+m | f(x) ≤k t}.
If f is K-convex, then its sublevel sets Ca are convex for all a.
f is K-convex if and only if epik f is a convex set.
Transcribed Image Text:Problem 3. Let KCR be a proper cone with the associated generalized inequality K, and let f: R" → Rm. For a € Rm, the a-sublevel set of f (with respect to K) is defined as Ca = {x ER" | f(x) ≤k a}. The epigraph of f, with respect to K, is defined as the set Show the following: (a) (b) epik f = {(x, t) € Rn+m | f(x) ≤k t}. If f is K-convex, then its sublevel sets Ca are convex for all a. f is K-convex if and only if epik f is a convex set.
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