向量 p范数的凹凸性证明

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Suppose p < 1 , p 0 p < 1, p \neq0 . Show that the function
f ( x ) = ( i = 1 n x i p ) 1 p f(x) = (\sum_{i=1}^nx_i^p)^{\frac1p}
with d o m f = R n + + dom f = \R_n^{++} is concave. This includes as special cases f ( x ) = ( i = 1 n x i 1 2 ) 2 f(x) = (\sum_{i=1}^nx_i^{\frac12})^2 and the harmonic mean f ( x ) = ( i = 1 n 1 x i ) 1 f(x) = (\sum_{i=1}^n\frac1{x_i})^{-1}


在这里插入图片描述


显然,当 p>=1时,向量的 L p L_p 范数是凸的。

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转载自blog.csdn.net/itnerd/article/details/82957702