How to do is bring the sup onto the RHS, ie. to get G(thetax+(1−theta)y)>=thetaG(x)+(1−theta)G(y).

klesstilne1

klesstilne1

Answered question

2022-11-05

How to do is bring the sup onto the RHS, ie. to get
G ( θ x + ( 1 θ ) y ) θ G ( x ) + ( 1 θ ) G ( y ) .

Answer & Explanation

zastenjkcy

zastenjkcy

Beginner2022-11-06Added 14 answers

The supremum is actually convex because supremum of a family of convex functions is convex. This case is almost equivalent to the full generality of this fact and therefore there is no reason to believe that sup z F ( x , z ) is affine.

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