Given a multivariable function f:R^n→R which is both convex and concave, a new function is constructed: h(x)=f(x)−f(0). Prove the following: 1. g(tx)=t⋅g(x),∀t>=0 2. g(x+y)=g(x)+g(y),∀x,y∈R^n

snaketao0g

snaketao0g

Answered question

2022-10-27

Given a multivariable function f : R n R which is both convex and concave, a new function is constructed: h ( x ) = f ( x ) f ( 0 ).
Prove the following:
1. g ( t x ) = t g ( x ) , t 0
2. g ( x + y ) = g ( x ) + g ( y ) , x , y R n
In addition, based on those two thing I need to prove that f is linear f ( x ) = a T x + b.

Answer & Explanation

pararevisarii

pararevisarii

Beginner2022-10-28Added 9 answers

For (1) when t > 1, you can rewrite it as g ( s y ) = s g ( y ) where s = 1 / t [ 0 , 1 ] and y = t x. Then it reduces to the " t [ 0 , 1 ]" case that you already proved.
For (2),
g ( x + y ) = g ( 1 2 ( 2 x ) + 1 2 ( 2 y ) ) = 1 2 g ( 2 x ) + 1 2 g ( 2 y ) .
Then use (1).

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