showing a function is convex
TA Notes | Problem solving session for Advanced Operational Research, taught at SUFE 2024 Spring/Summer semester. Inspiration taken from EE364a I took 2023 Summer at Stanford. There are basically three ways to establish convexity of a function $f$: verify definition (rarely used) if $f$ is twice-differentiable, show $\nabla^2f(x) \succeq 0 $ NOTE: only recommended for simple enough functions. a function is simple enough iff. it’s ‘manual-computationally tractable’ for you...