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Convex Geometry

 Lagrange  1736-1813
If you optimize everything,
 you will always be unhappy
.
 Donald Knuth  (b. 1938)
 
People are so afraid of convex analysis.
  (2003,2007) by Claude Lemaréchal  (b. 1944)
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 by Keith M. Ball  (1997)
In 1992, Ball refined theellipsoid theorem[1948]  of Fritz John (1910-1994).
 
Convex Optimization(Cambridge University Press, 2004)
by Stephen P. Boyd  (Stanford,EE364a &EE364b)
and Lieven Vandenberghe (UCLA,EE236B)
 
  by Jon Dattorro.
 
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Convex Geometry


(2012-10-27)  
A set is convex if it contains every segment between two of its points.

In a linear space  over the field of real numbers, the segment between the points A  and B  is the following set:

{  (1-u)A  +  uB   |  u [0,1]  }

In this, [0,1]  denotes the interval consisting of all real numbers between  0  and  1 (both extremities included).

A subset of a real  linear space is said to be convex if it contains all the segments between every pair of its points.

Convexity is not defined for linear spaces whose scalar fields are notendowed with a total ordering relation (e.g.,p-adic numbers).


(2016-01-27)    
A convex function is almost everywhere second-order differentiable.

A real-valued function f  of a vectorial variable is said to be convex  when it's defined over a convexopen set  V and the following holds:

A V ,B V , u ]0,1[ ,
f ( (1-u)A + uB )  ≤  (1-u)f (A )  +  uf (B )

f  is strictly convex if that inequality is always strict for distinct A  & B.

Alexandrov's theorem for n-dimensional Euclidean space :

Aleksandrov's theorem states that, almost everywhere, all second-order partial derivativesof a convex function  existand the Hessian matrix formed by them is positive semi-definite.

For the Euclidean plane, that was first proved in 1936 by Herbert Busemann(1905-1994)  and William Feller (1906-1970): Krümmungseigenschaften konvexer Flächen,Acta Mathematica,66, pp. 1-47.

The theorem was extended in 1939 by Alexandrov to any convex real-valued function f of an n-dimensional Euclidean variable.


(2014-01-12)    (James A. Clarkson, 1936)
The middle of a not-too-short segment of the unit ball is deep inside it.

Let E  be a normed vector space whose unit ball  is:

B   =   { zE   |  || z ||  ≤  1  }

E  is a uniformly convex space if and only if the following is true:

> 0,  > 0,  xB,  yB,  { || x y ||  ≤  }   { || ½ (x+y) ||  ≤  }


(2013-04-18)  
The aspect ratio of a convex body is its length  divided by its height.

Technically, the width  of a convex shape depends onthe direction with respect to which it is measured: It's the least possible distance of two parallel planes perpendicular to that direction and surrounding the body. It's what a sliding calipers  measures.

The height  of the shape can be given either of the following definitions:

  • The least width  (the measurement direction is called vertical ).
  • The width along a prescribed direction, identified as vertical a priori.

The former definition is called absolute, the latter is dubbed relative.

In either case, the length  of the body is then definedas the largest width along an horizontal direction (a direction is said to be horizontal when it's perpendicular tothe aforementioned vertical direction).

Either way,  the aspect ratio  of a body is its length to height ratio.

Either flavor of aspect ratio  can be a convenient parameter to usewhen discussing the geometry of a family of objects. It makes little sense for nonconvex things, except by considering their convex hulls. An absolute  aspect ratio is never less than unity. A relative  aspect ratio can be.

Trivia:  The Aspect Ratios of a Rectangle

The aspect ratio normally quoted for a rectangle is, in fact, its relative  aspect ratio when the smaller side is vertical. It's an exercise in elementarytrigonometry  (left to the reader) to show that the absolute  aspect ratio differs from that bya factor of  2 cos , where    is the angle between thelonger side and the diagonal  (that's between  0°  and  45°). In other words:

Usual aspect ratio   =   1 / tg            Absolute aspect ratio   =   1 / sin 2

Curiously,  the absolute  aspect ratio of a very shallow rectangle is thusabout half  its aspect ratio in the usual sense of the term!

The diameter  of a body is simply its largest width. For example,  the diameter of a rectangle is equal to its diagonal.


(2012-10-27)  
A nontrivial closed convex set, symmetric about 0,characterizes a norm.

The unit ball associated with a norm  is defined as theset of all vectors whose norm is less than or equal to 1. The basic properties of a norm always make this a closed convex set symmetric about the origin  (i.e., it contains  -V if it contains V ) and containing more than 0 itself  (except in the trivial case of the space  {0} ofdimension zero).

Conversely  (Minkowski) any such set  B  uniquely specifies a norm of which it is the unit ball,  the norm of a vector V  being defined  as:

||V ||   =     inf {  |x|   |  V    x B  }

The above definition of a norm from a convex, origin-symmetric, closed body B  is called Minkowski's functional.

The notation  x B  was introduced by Minkowski himself. It denotes the set of all vectors that are equal to the scalar  x multiplied into some  element of  B. Likewise, Minkowski defined the sum  A+B  of two sets of vectorsas the set of all vectors that can be obtained by adding together an element of A  and an element of  B. Similarly, any well-defined operation on the elements of sets induces a naturalextension of that operation to sets themselves, which is sometimes called a Minkowski operation  on sets (the most common is Minkowski addition, which hasnice convexity properties).


(2012-10-27)  
The smallestconvex set  containing a given set of points  S.

The intersection of any family of convex sets is itself convex. (:  If two points are in that intersection,so is the segment between them.)

Therefore, the intersection of all convex sets that contain a set  S of vectors is a convex set containing  S.  It's clearly the smallest such set. It's called the convex hull of  S and it's usually denoted Conv (S).

The convex hull of a sum of sets  is the sum of their convex hulls:

Conv ( S1+ S2)   =  Conv ( S1)  + Conv ( S2)

convex hull  is not necessarily closed. (Consider, for example, an open halfspace together with a single point on its boundary.)

The closure of Conv (S)  is the convex hullof the closure of  S.  It's called the closed convex hull  of S :

Conv ( S )  =  Conv (S )

As discussednext, a closed convex set is theintersection of all [closed] halfspaces that contain it. The closure of the convex hull of S  (or, equivalently, theconvex hull of the closure of S)  is the intersectionof all halfspaces that contain S.


(2012-11-03)  
Any closed convex set is an intersections of [infinitely many] halfspaces.

An hyperplane separates space into three disjoint regions;itself and two open halfspaces. A closed halfspace is obtained as the union of the hyperplane witheither of the two open halfspaces itborders.

When we say that any closed convex set is the intersection of halfspaces,we're normally thinking about closed  ones. It's "more economical" to do so, but it's not strictly necessary (since a closed halfspace containing S  is clearly the intersection of infinitely many open halfspaces).

The converse proposition only holds for closed halfspaces, though. An intersection of any family of closedsets is guaranteed to be closed  (an infinite intersection of open sets could be open,closed or neither).

{ closed convex sets }   =   { intersections of closed halfspaces }

This proposition is the geometric Hahn-Banach theorem.


(2012-10-27)  
Duality with respect to Euclidean scalar product  (dot product).

In Euclidean space  (i.e., real linear space endowedwith a positive-definite scalar product)  a linear hyperplane can be defined as the set of all vectors orthogonal to a prescribed nonzero vector. An affine hyperplane  (or, simply, an hyperplane) is obtained by adding to some point every vector from such a linear hyperplane.

An hyperplane which does not  go through the origin can be characterizedby an othogonal vector H  pointing to it from the originwith a length equal to the inverse of the Euclidean distance from the origin.  That hyperplaneis the set of all vectors whose dot-product into H  is equal to 1 :

V   |  V.H  =  1  }

The hyperplane is theborderof a closed half-plane containing the origin:

V   |  V.H  ≤  1  }

As stated in theprevious section, we may always defineany closed  convex set  C as the intersectionof  (possibly infinitely many)  such closed half-spaces, namely:

C   =   { V   |  HC'V.H  ≤  1  }

All sets  C'  that yield  C  in this way have the same convex hull C*  which is called the polar  of  C. The bodies  C  and  C*  are polars of each other :

C*   =   { V   |  HC  , V.H  ≤  1  }
C     =   { V   |  HC* , V.H  ≤  1  }

If  C  and  C*  are polytopes (resulting from a finite  C' )  then their networks of vertices, edges and facesare topological duals of each other.

 Icosidodecahedron   Rhombic triacontahedron


(2012-10-27)    (Minkowski).
Two disjoint convexes belong to two closed  adjoining halfspaces.

If the two disjoint convex sets are neither open nor closed, the hyperplane at the border of the two halfspaces may intersect both  convexes...

Consider, for example, the following bounded planar regions:

{  (x,y)   |   x2+y2 ≤ 1   and   either  y > 0   or  [ y = 0  &  x > 0 ]  }
{  (x,y)   |   x2+y2 ≤ 1   and   either  y < 0   or  [ y = 0  &  x < 0 ]  }

Each region is convex and the two are disjoint. Only one straight line  (of equation  y = 0) can be drawn "between" them, but it intersects both.

If both sets are closed, one of them can be contained in a closed halfspace which doesn't intersect the other.   [ Conjecture. ]

If at least one of them is compact, then two disjoint closed  convex sets can always beseparated by an hyperplane which doesn't intersect either set (in fact, infinitely many such hyperplanes exist, in that case).

Two open disjoint convex sets can always be separated by at least one  hyperplane that doesn't intersect either of them.


(2013-01-01)  
If one iscompact, twoclosedconvexes are separated by an hyperplane.

The theorem doesn't apply for closed sets if neither is compact.  Example:

 pink area (left) {  (x,y)   |   0 <  1/x  ≤ y  }
 pink area (bottom)
 
{  (x,y)   |   y ≤ 0  }
 

Both regions are convex and closed, yet no straight line separates them. (:  To separate anything  from thelower convex set  (blue)  a straight line must have zeroslopeand positive  intercept.)

Proof  (two closed convexes, one compact) :

Let  A  and  B  be two disjoint convexesin the vector space  E, such that  A  is compact and  B  is closed. Consider the following function f, defined for any point  M  of  E :

f (M)   =   inf { d(M,x)   |   x B }

f  is well-defined because any set of nonnegative reals has a lower bound. It is continuous.

 Come back later, we're still working on this one...



(2013-01-02)  
Two disjointopenconvexes are always separated by an hyperplane.

 Come back later, we're still working on this one...

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