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Convex Conjugate
In mathematics and mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transformation which applies to non-convex functions. It is also known as Legendre–Fenchel transformation, Fenchel transformation, or Fenchel conjugate (after Adrien-Marie Legendre and Werner Fenchel). It allows in particular for a far reaching generalization of Lagrangian duality. Definition Let X be a real topological vector space and let X^ be the dual space to X. Denote by :\langle \cdot , \cdot \rangle : X^ \times X \to \mathbb the canonical dual pairing, which is defined by \left( x^*, x \right) \mapsto x^* (x). For a function f : X \to \mathbb \cup \ taking values on the extended real number line, its is the function :f^ : X^ \to \mathbb \cup \ whose value at x^* \in X^ is defined to be the supremum: :f^ \left( x^ \right) := \sup \left\, or, equivalently, in terms of the infimum: :f^ \left( x^ \right) := - \inf \left\. This definition can ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Legendre Transformation
In mathematics, the Legendre transformation (or Legendre transform), named after Adrien-Marie Legendre, is an involutive transformation on real-valued convex functions of one real variable. In physical problems, it is used to convert functions of one quantity (such as velocity, pressure, or temperature) into functions of the conjugate quantity (momentum, volume, and entropy, respectively). In this way, it is commonly used in classical mechanics to derive the Hamiltonian formalism out of the Lagrangian formalism (or vice versa) and in thermodynamics to derive the thermodynamic potentials, as well as in the solution of differential equations of several variables. For sufficiently smooth functions on the real line, the Legendre transform f^* of a function f can be specified, up to an additive constant, by the condition that the functions' first derivatives are inverse functions of each other. This can be expressed in Euler's derivative notation as Df(\cdot) = \left( D f^* \ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Absolute Value
In mathematics, the absolute value or modulus of a real number x, is the non-negative value without regard to its sign. Namely, , x, =x if is a positive number, and , x, =-x if x is negative (in which case negating x makes -x positive), and For example, the absolute value of 3 and the absolute value of −3 is The absolute value of a number may be thought of as its distance from zero. Generalisations of the absolute value for real numbers occur in a wide variety of mathematical settings. For example, an absolute value is also defined for the complex numbers, the quaternions, ordered rings, fields and vector spaces. The absolute value is closely related to the notions of magnitude, distance, and norm in various mathematical and physical contexts. Terminology and notation In 1806, Jean-Robert Argand introduced the term ''module'', meaning ''unit of measure'' in French, specifically for the ''complex'' absolute value, Oxford English Dictionary, Draft Revision, Ju ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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If And Only If
In logic and related fields such as mathematics and philosophy, "if and only if" (shortened as "iff") is a biconditional logical connective between statements, where either both statements are true or both are false. The connective is biconditional (a statement of material equivalence), and can be likened to the standard material conditional ("only if", equal to "if ... then") combined with its reverse ("if"); hence the name. The result is that the truth of either one of the connected statements requires the truth of the other (i.e. either both statements are true, or both are false), though it is controversial whether the connective thus defined is properly rendered by the English "if and only if"—with its pre-existing meaning. For example, ''P if and only if Q'' means that ''P'' is true whenever ''Q'' is true, and the only case in which ''P'' is true is if ''Q'' is also true, whereas in the case of ''P if Q'', there could be other scenarios where ''P'' is true and ''Q' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Proper Convex Function
In mathematical analysis, in particular the subfields of convex analysis and optimization, a proper convex function is an extended real-valued convex function with a non-empty domain, that never takes on the value -\infty and also is not identically equal to +\infty. In convex analysis and variational analysis, a point (in the domain) at which some given function f is minimized is typically sought, where f is valued in the extended real number line \infty, \infty= \mathbb \cup \. Such a point, if it exists, is called a of the function and its value at this point is called the () of the function. If the function takes -\infty as a value then -\infty is necessarily the global minimum value and the minimization problem can be answered; this is ultimately the reason why the definition of "" requires that the function never take -\infty as a value. Assuming this, if the function's domain is empty or if the function is identically equal to +\infty then the minimization problem once ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Closed Convex Hull
In geometry, the convex hull or convex envelope or convex closure of a shape is the smallest convex set that contains it. The convex hull may be defined either as the intersection of all convex sets containing a given subset of a Euclidean space, or equivalently as the set of all convex combinations of points in the subset. For a bounded subset of the plane, the convex hull may be visualized as the shape enclosed by a rubber band stretched around the subset. Convex hulls of open sets are open, and convex hulls of compact sets are compact. Every compact convex set is the convex hull of its extreme points. The convex hull operator is an example of a closure operator, and every antimatroid can be represented by applying this closure operator to finite sets of points. The algorithmic problems of finding the convex hull of a finite set of points in the plane or other low-dimensional Euclidean spaces, and its dual problem of intersecting half-spaces, are fundamental problems of com ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Lower Semi-continuous
In mathematical analysis, semicontinuity (or semi-continuity) is a property of extended real-valued functions that is weaker than continuity. An extended real-valued function f is upper (respectively, lower) semicontinuous at a point x_0 if, roughly speaking, the function values for arguments near x_0 are not much higher (respectively, lower) than f\left(x_0\right). A function is continuous if and only if it is both upper and lower semicontinuous. If we take a continuous function and increase its value at a certain point x_0 to f\left(x_0\right) + c for some c>0, then the result is upper semicontinuous; if we decrease its value to f\left(x_0\right) - c then the result is lower semicontinuous. The notion of upper and lower semicontinuous function was first introduced and studied by René Baire in his thesis in 1899. Definitions Assume throughout that X is a topological space and f:X\to\overline is a function with values in the extended real numbers \overline=\R \cup ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Max–min Inequality
In mathematics, the max–min inequality is as follows: :For any function \ f : Z \times W \to \mathbb\ , :: \sup_ \inf_ f(z, w) \leq \inf_ \sup_ f(z, w)\ . When equality holds one says that , , and satisfies a strong max–min property (or a saddle-point property). The example function \ f(z,w) = \sin( z + w )\ illustrates that the equality does not hold for every function. A theorem giving conditions on , , and which guarantee the saddle point property is called a minimax theorem. Proof Define g(z) \triangleq \inf_ f(z, w)\ . For all z \in Z, we get g(z) \leq f(z, w) for all w \in W by definition of the infimum being a lower bound. Next, for all w \in W , f(z, w) \leq \sup_ f(z, w) for all z \in Z by definition of the supremum being an upper bound. Thus, for all z \in Z and w \in W , g(z) \leq f(z, w) \leq \sup_ f(z, w) making h(w) \triangleq \sup_ f(z, w) an upper bound on g(z) for any choice of w \in W . Because the supremum is the least upper bound, \sup_ g ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Order Theory
Order theory is a branch of mathematics that investigates the intuitive notion of order using binary relations. It provides a formal framework for describing statements such as "this is less than that" or "this precedes that". This article introduces the field and provides basic definitions. A list of order-theoretic terms can be found in the order theory glossary. Background and motivation Orders are everywhere in mathematics and related fields like computer science. The first order often discussed in primary school is the standard order on the natural numbers e.g. "2 is less than 3", "10 is greater than 5", or "Does Tom have fewer cookies than Sally?". This intuitive concept can be extended to orders on other sets of numbers, such as the integers and the reals. The idea of being greater than or less than another number is one of the basic intuitions of number systems (compare with numeral systems) in general (although one usually is also interested in the actual differe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Polyhedron
In geometry, a polyhedron (plural polyhedra or polyhedrons; ) is a three-dimensional shape with flat polygonal faces, straight edges and sharp corners or vertices. A convex polyhedron is the convex hull of finitely many points, not all on the same plane. Cubes and pyramids are examples of convex polyhedra. A polyhedron is a 3-dimensional example of a polytope, a more general concept in any number of dimensions. Definition Convex polyhedra are well-defined, with several equivalent standard definitions. However, the formal mathematical definition of polyhedra that are not required to be convex has been problematic. Many definitions of "polyhedron" have been given within particular contexts,. some more rigorous than others, and there is not universal agreement over which of these to choose. Some of these definitions exclude shapes that have often been counted as polyhedra (such as the self-crossing polyhedra) or include shapes that are often not considered as valid polyh ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Closed Convex Function
In mathematics, a function f: \mathbb^n \rightarrow \mathbb is said to be closed if for each \alpha \in \mathbb, the sublevel set \ is a closed set. Equivalently, if the epigraph defined by \mbox f = \ is closed, then the function f is closed. This definition is valid for any function, but most used for convex functions. A proper convex function is closed if and only if it is lower semi-continuous. For a convex function which is not proper there is disagreement as to the definition of the ''closure'' of the function. Properties * If f: \mathbb^n \rightarrow \mathbb is a continuous function and \mbox f is closed, then f is closed. * If f: \mathbb R^n \rightarrow \mathbb R is a continuous function and \mbox f is open, then f is closed if and only if it converges to \infty along every sequence converging to a boundary point of \mbox f . * A closed proper convex function ''f'' is the pointwise supremum of the collection of all affine function In Euclidean ge ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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Random Variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads H and tails T) in a sample space (e.g., the set \) to a measurable space, often the real numbers (e.g., \ in which 1 corresponding to H and -1 corresponding to T). Informally, randomness typically represents some fundamental element of chance, such as in the roll of a dice; it may also represent uncertainty, such as measurement error. However, the interpretation of probability is philosophically complicated, and even in specific cases is not always straightforward. The purely mathematical analysis of random variables is independent of such interpretational difficulties, and can be based upon a rigorous axiomatic setup. In the formal mathematical language of measure theory, a rando ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |