correcting typos
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@@ -338,7 +338,16 @@ regular polygons (triangles, rectangles, pentagons, etc...).
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!split
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===== Convex function =====
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_Convex function_: Let $X \subset \mathbb{R}^n$ be a convex set. Assume that the function $f: X \rightarrow \mathbb{R}$ is continuous, then $f$ is said to be convex if $$f(tx_1 + (1-t)x_2) \leq tf(x_1) + (1-t)f(x_2) $$ for all $x_1, x_2 \in X$ and for all $t \in [0,1]$. If $\leq$ is replaced with a strict inequaltiy in the definition, we demand $x_1 \neq x_2$ and $t\in(0,1)$ then $f$ is said to be strictly convex. For a single variable function, convexity means that if you draw a straight line connecting $f(x_1)$ and $f(x_2)$, the value of the function on the interval $[x_1,x_2]$ is always below the line as illustrated below.
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_Convex function_: Let $X \subset \mathbb{R}^n$ be a convex
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set. Assume that the function $f: X \rightarrow \mathbb{R}$ is
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continuous, then $f$ is said to be convex if $f(tx_1 + (1-t)x_2) \leq tf(x_1) + (1-t)f(x_2)$
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for all $x_1, x_2 \in X$ and for all $t \in [0,1]$.
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If $\leq$ is replaced with a strict inequaltiy in the
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definition, we demand $x_1 \neq x_2$ and $t\in(0,1)$ then $f$ is said
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to be strictly convex. For a single variable function, convexity means
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that if you draw a straight line connecting $f(x_1)$ and $f(x_2)$, the
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value of the function on the interval $[x_1,x_2]$ is always below the
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line as illustrated below.
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!split
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===== Conditions on convex functions =====
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@@ -346,13 +355,15 @@ _Convex function_: Let $X \subset \mathbb{R}^n$ be a convex set. Assume that the
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In the following we state first and second-order conditions which
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ensures convexity of a function $f$. We write $D_f$ to denote the
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domain of $f$, i.e the subset of $R^n$ where $f$ is defined. For more
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details and proofs we refer to: "S. Boyd and L. Vandenberghe. Convex Optimization. Cambridge University Press":"http://stanford.edu/boyd/cvxbook/, 2004".
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details and proofs we refer to: "S. Boyd and L. Vandenberghe. Convex Optimization. Cambridge University Press":"http://stanford.edu/boyd/cvxbook/".
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!bblock First order condition
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Suppose $f$ is differentiable (i.e $\nabla f(x)$ is well defined for
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all $x$ in the domain of $f$). Then $f$ is convex if and only if $D_f$
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is a convex set and $$f(y) \geq f(x) + \nabla f(x)^T (y-x) $$ holds
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for all $x,y \in D_f$. This condition means that for a convex function
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is a convex set and $f(y) \geq f(x) + \nabla f(x)^T (y-x)$ holds
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for all $x,y \in D_f$.
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This condition means that for a convex function
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the first order Taylor expansion (right hand side above) at any point
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a global under estimator of the function. To convince yourself you can
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make a drawing of $f(x) = x^2+1$ and draw the tangent line to $f(x)$ and
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