Professional Documents
Culture Documents
José De Doná
September 2004
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Convex cone Nonconvex cone
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p t y − α = p t y − p t x̄ = (y − x̄ )t (y − x̄ )
= y − x̄ 2 > 0 ⇒ p t y > α.
Centre of Complex Dynamic
Systems and Control
Supporting Hyperplane
p S
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inf{p t x : x ∈ S1 } ≥ sup{p t x : x ∈ S2 }.
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xxxxxxxxxxxxxxxxxx Centre of Complex Dynamic
Systems and Control
Separation of Disjoint Convex Sets
The previous result (Separation of Two Disjoint Convex Sets) holds
true even if the two sets have some points in common, as long as
their interiors are disjoint.
Corollary
Let S1 and S2 be nonempty convex sets in Rn . Suppose that int S2
is not empty and that S1 ∩ int S2 is empty. Then, there exists a
hyperplane that separates S1 and S2 ; that is, there exists a
nonzero p such that
inf{p t x : x ∈ S1 } ≥ sup{p t x : x ∈ S2 }.
◦
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xxxxxxxxxxxxxxxxxxx Centre of Complex Dynamic
xxxxxxxxxxxxxxxxxxx Systems and Control
Convex Functions
f f
Proof.
Let x1 , x2 ∈ Sα ⊆ S . Thus, f (x1 ) ≤ α and f (x2 ) ≤ α. Let λ ∈ (0, 1)
and x = λx1 + (1 − λ)x2 ∈ S (S convex). By convexity of f ,
⎧
⎪
⎪
⎨x 2 for | x |< 1
f (x ) = ⎪
⎪
1
⎩2 for | x |= 1
f (λx1 + (1 − λ)x2 ) < max {f (x1 ), f (x2 )} for each λ ∈ (0, 1).
Note from the above definition that a convex function is also strictly
quasiconvex.
Inflection point
Convex
Under differentiability
Under differentiability
Strictly
pseudoconvex
Pseudoconvex
Strictly
quasiconvex
Under lower
semicontinuity
Quasiconvex
f
(a) f is quasiconvex but not strictly
quasiconvex at x1 ; f is both quasiconvex
and strictly quasiconvex at x2 .
x1 x2
(a)
f
(b) f is both pseudoconvex and strictly
pseudoconvex at x1 ; f is pseudoconvex
but not strictly pseudoconvex at x2 .
x1 x2
(b)