Is the following function convex F(t;C) in C. Where $F(t;C) = {exp({sum_{k = 0}^p {{C_k}cos (2pi tk)} })}$











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Prove that the following function is convex F(t;C) in C.

Where $F(t;C) = frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi tk)} }}}}$ and $ - frac{1}{2} le t le frac{1}{2}$.

I tried the convexity definition assuming the domain set is a convex set.

I used the definition let ${C_1} in D$ and ${C_1} in D$ where $D$ is the convex domain then we need to prove

that $F(t;lambda {C_1} + (1 - lambda ){C_2}) le lambda F(t;{C_1}) + (1 - lambda )(F(t;{C_2})$,

where $lambda in [0,1]$ in matrix notation I let ${T_k} = [begin{array}{*{20}{c}}
1&{cos (2pi t)}&{cos (4pi t)begin{array}{*{20}{c}}
.&.&{cos (2ppi t){]^T}}
end{array}}
end{array}$


and ${C_1} = [begin{array}{*{20}{c}}
{{c_0}}&{{c_1}}&{{c_2}begin{array}{*{20}{c}}
.&.&{{c_p}]}
end{array}}
end{array}$
I need to prove $frac{1}{{{e^{lambda {C_1}^T.{T_k} + (1 - lambda ){C_2}^T.{T_k}}}}} le frac{lambda }{{{e^{{C_1}^T.{T_k}}}}} + frac{{(1 - lambda )}}{{{e^{{C_2}^T.{T_k}}}}}$.

Any help will be appreciated thank you all.










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  • The rule of of $F(t;C)$ is independent of $t$ besides restriction on the domain?
    – Siong Thye Goh
    Nov 7 at 0:49










  • I'm not sure what you mean. Please if you can elaborate more so I can answer correctly rather than guessing. But there are no restriction on the C's and t is between -0.5 and 0.5.
    – Jordan
    Nov 7 at 0:52












  • I don't see a $t$ in $frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi fk)} }}}}$. There's $f$ and $p$ though.
    – Siong Thye Goh
    Nov 7 at 1:01










  • Really sorry that was my mistake I put an f instead of a t. Thank you for pointing that out.
    – Jordan
    Nov 7 at 1:09















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Prove that the following function is convex F(t;C) in C.

Where $F(t;C) = frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi tk)} }}}}$ and $ - frac{1}{2} le t le frac{1}{2}$.

I tried the convexity definition assuming the domain set is a convex set.

I used the definition let ${C_1} in D$ and ${C_1} in D$ where $D$ is the convex domain then we need to prove

that $F(t;lambda {C_1} + (1 - lambda ){C_2}) le lambda F(t;{C_1}) + (1 - lambda )(F(t;{C_2})$,

where $lambda in [0,1]$ in matrix notation I let ${T_k} = [begin{array}{*{20}{c}}
1&{cos (2pi t)}&{cos (4pi t)begin{array}{*{20}{c}}
.&.&{cos (2ppi t){]^T}}
end{array}}
end{array}$


and ${C_1} = [begin{array}{*{20}{c}}
{{c_0}}&{{c_1}}&{{c_2}begin{array}{*{20}{c}}
.&.&{{c_p}]}
end{array}}
end{array}$
I need to prove $frac{1}{{{e^{lambda {C_1}^T.{T_k} + (1 - lambda ){C_2}^T.{T_k}}}}} le frac{lambda }{{{e^{{C_1}^T.{T_k}}}}} + frac{{(1 - lambda )}}{{{e^{{C_2}^T.{T_k}}}}}$.

Any help will be appreciated thank you all.










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  • The rule of of $F(t;C)$ is independent of $t$ besides restriction on the domain?
    – Siong Thye Goh
    Nov 7 at 0:49










  • I'm not sure what you mean. Please if you can elaborate more so I can answer correctly rather than guessing. But there are no restriction on the C's and t is between -0.5 and 0.5.
    – Jordan
    Nov 7 at 0:52












  • I don't see a $t$ in $frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi fk)} }}}}$. There's $f$ and $p$ though.
    – Siong Thye Goh
    Nov 7 at 1:01










  • Really sorry that was my mistake I put an f instead of a t. Thank you for pointing that out.
    – Jordan
    Nov 7 at 1:09













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Prove that the following function is convex F(t;C) in C.

Where $F(t;C) = frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi tk)} }}}}$ and $ - frac{1}{2} le t le frac{1}{2}$.

I tried the convexity definition assuming the domain set is a convex set.

I used the definition let ${C_1} in D$ and ${C_1} in D$ where $D$ is the convex domain then we need to prove

that $F(t;lambda {C_1} + (1 - lambda ){C_2}) le lambda F(t;{C_1}) + (1 - lambda )(F(t;{C_2})$,

where $lambda in [0,1]$ in matrix notation I let ${T_k} = [begin{array}{*{20}{c}}
1&{cos (2pi t)}&{cos (4pi t)begin{array}{*{20}{c}}
.&.&{cos (2ppi t){]^T}}
end{array}}
end{array}$


and ${C_1} = [begin{array}{*{20}{c}}
{{c_0}}&{{c_1}}&{{c_2}begin{array}{*{20}{c}}
.&.&{{c_p}]}
end{array}}
end{array}$
I need to prove $frac{1}{{{e^{lambda {C_1}^T.{T_k} + (1 - lambda ){C_2}^T.{T_k}}}}} le frac{lambda }{{{e^{{C_1}^T.{T_k}}}}} + frac{{(1 - lambda )}}{{{e^{{C_2}^T.{T_k}}}}}$.

Any help will be appreciated thank you all.










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Prove that the following function is convex F(t;C) in C.

Where $F(t;C) = frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi tk)} }}}}$ and $ - frac{1}{2} le t le frac{1}{2}$.

I tried the convexity definition assuming the domain set is a convex set.

I used the definition let ${C_1} in D$ and ${C_1} in D$ where $D$ is the convex domain then we need to prove

that $F(t;lambda {C_1} + (1 - lambda ){C_2}) le lambda F(t;{C_1}) + (1 - lambda )(F(t;{C_2})$,

where $lambda in [0,1]$ in matrix notation I let ${T_k} = [begin{array}{*{20}{c}}
1&{cos (2pi t)}&{cos (4pi t)begin{array}{*{20}{c}}
.&.&{cos (2ppi t){]^T}}
end{array}}
end{array}$


and ${C_1} = [begin{array}{*{20}{c}}
{{c_0}}&{{c_1}}&{{c_2}begin{array}{*{20}{c}}
.&.&{{c_p}]}
end{array}}
end{array}$
I need to prove $frac{1}{{{e^{lambda {C_1}^T.{T_k} + (1 - lambda ){C_2}^T.{T_k}}}}} le frac{lambda }{{{e^{{C_1}^T.{T_k}}}}} + frac{{(1 - lambda )}}{{{e^{{C_2}^T.{T_k}}}}}$.

Any help will be appreciated thank you all.







convex-analysis






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edited Nov 7 at 5:30

























asked Nov 7 at 0:40









Jordan

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  • The rule of of $F(t;C)$ is independent of $t$ besides restriction on the domain?
    – Siong Thye Goh
    Nov 7 at 0:49










  • I'm not sure what you mean. Please if you can elaborate more so I can answer correctly rather than guessing. But there are no restriction on the C's and t is between -0.5 and 0.5.
    – Jordan
    Nov 7 at 0:52












  • I don't see a $t$ in $frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi fk)} }}}}$. There's $f$ and $p$ though.
    – Siong Thye Goh
    Nov 7 at 1:01










  • Really sorry that was my mistake I put an f instead of a t. Thank you for pointing that out.
    – Jordan
    Nov 7 at 1:09


















  • The rule of of $F(t;C)$ is independent of $t$ besides restriction on the domain?
    – Siong Thye Goh
    Nov 7 at 0:49










  • I'm not sure what you mean. Please if you can elaborate more so I can answer correctly rather than guessing. But there are no restriction on the C's and t is between -0.5 and 0.5.
    – Jordan
    Nov 7 at 0:52












  • I don't see a $t$ in $frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi fk)} }}}}$. There's $f$ and $p$ though.
    – Siong Thye Goh
    Nov 7 at 1:01










  • Really sorry that was my mistake I put an f instead of a t. Thank you for pointing that out.
    – Jordan
    Nov 7 at 1:09
















The rule of of $F(t;C)$ is independent of $t$ besides restriction on the domain?
– Siong Thye Goh
Nov 7 at 0:49




The rule of of $F(t;C)$ is independent of $t$ besides restriction on the domain?
– Siong Thye Goh
Nov 7 at 0:49












I'm not sure what you mean. Please if you can elaborate more so I can answer correctly rather than guessing. But there are no restriction on the C's and t is between -0.5 and 0.5.
– Jordan
Nov 7 at 0:52






I'm not sure what you mean. Please if you can elaborate more so I can answer correctly rather than guessing. But there are no restriction on the C's and t is between -0.5 and 0.5.
– Jordan
Nov 7 at 0:52














I don't see a $t$ in $frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi fk)} }}}}$. There's $f$ and $p$ though.
– Siong Thye Goh
Nov 7 at 1:01




I don't see a $t$ in $frac{1}{{{e^{sumlimits_{k = 0}^p {{C_k}cos (2pi fk)} }}}}$. There's $f$ and $p$ though.
– Siong Thye Goh
Nov 7 at 1:01












Really sorry that was my mistake I put an f instead of a t. Thank you for pointing that out.
– Jordan
Nov 7 at 1:09




Really sorry that was my mistake I put an f instead of a t. Thank you for pointing that out.
– Jordan
Nov 7 at 1:09










1 Answer
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oldest

votes

















up vote
0
down vote



accepted










I did solve the problem and just in case somebody else run into the same problem this is how I solved it. We start
$$w(t;textbf{C}) = frac{1}{{exp left( {sumlimits_{k = 0}^p {{c_k}cos (2pi kt)} } right)}}$$
where $ - frac{1}{2} le t le frac{1}{2}$. Before we take the derivative we will do some abbreviation let
$$textbf{C} = left[ {begin{array}{*{20}{l}}
{{c_0}}&{{c_1}}&{{c_2}}&.&.&{{c_p}}
end{array}} right]$$

$${textbf{F}_k} = left[ {begin{array}{*{20}{l}}
1&{cos (2pi t)}&{cos (4pi t)}&.&.&{cos (2ppi t)}
end{array}} right]$$

then we can write the function as following
$$w(t;textbf{C}) = frac{1}{{exp left( {textbf{C} cdot textbf{F}_k^T} right)}}$$
taking the first derivative (Gradient)
$$frac{{partial w}}{{partial {C_m}}} = frac{{ - cos (2pi mt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$ and taking the second derivative (Hessian) $$frac{{partial w}}{{partial {C_m}partial {C_n}}} = frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$
To write the hessian matrix notice
$$frac{{partial w}}{{partial {C_m}partial {C_n}}} = left{ {begin{array}{*{20}{l}}
{frac{{cos {{(2pi mt)}^2}}}{{exp left( {C cdot F_k^T} right)}}}&{m = n}\
{frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}}&{m ne n}
end{array}} right.$$

let
$$P = exp left( { - textbf{C} cdot textbf{F}_k^T} right)$$
writing the Hessian matrix we have
$$H = frac{{partial w}}{{partial {C_m}partial {C_n}}} = left( {begin{array}{*{20}{c}}
P& ldots &{cos (2pi t)cos (2ppi t)P}\
vdots & ddots & vdots \
{cos (2pi t)cos (2ppi t)P}& cdots &{cos {{(2ppi t)}^2}P}
end{array}} right)$$

where the diagonal of the matrix is the following
$$Dig = left[ {begin{array}{*{20}{l}}
P&{cos {{(2pi t)}^2}P}&.&.&{cos {{(2ppi t)}^2}P}
end{array}} right]$$

we can see that the diagonal is all positive, also notice that the matrix is real and symmetric. By using the pivots of the matrix for different order you will notice that all the pivots are non negative hence the Hessian is a positive semi definite matrix, which indicate that $w$ is a convex function which mean it satisfies the following, Let $C_1 in D$, and $C_2 in D$ where $D$ is assumed to be a convex set (Domain) then the following is true
$$w(t;lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}) le lambda w(t;{textbf{C}_1}) + (1 - lambda )w(t;{textbf{C}_2})$$
that is
$$frac{1}{{exp left( {left[ {lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}} right] cdot F_k^T} right)}} le frac{lambda }{{exp left( {{textbf{C}_1} cdot F_k^T} right)}} + frac{{(1 - lambda )}}{{exp left( {{textbf{C}_2} cdot F_k^T} right)}}$$






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    1 Answer
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    up vote
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    I did solve the problem and just in case somebody else run into the same problem this is how I solved it. We start
    $$w(t;textbf{C}) = frac{1}{{exp left( {sumlimits_{k = 0}^p {{c_k}cos (2pi kt)} } right)}}$$
    where $ - frac{1}{2} le t le frac{1}{2}$. Before we take the derivative we will do some abbreviation let
    $$textbf{C} = left[ {begin{array}{*{20}{l}}
    {{c_0}}&{{c_1}}&{{c_2}}&.&.&{{c_p}}
    end{array}} right]$$

    $${textbf{F}_k} = left[ {begin{array}{*{20}{l}}
    1&{cos (2pi t)}&{cos (4pi t)}&.&.&{cos (2ppi t)}
    end{array}} right]$$

    then we can write the function as following
    $$w(t;textbf{C}) = frac{1}{{exp left( {textbf{C} cdot textbf{F}_k^T} right)}}$$
    taking the first derivative (Gradient)
    $$frac{{partial w}}{{partial {C_m}}} = frac{{ - cos (2pi mt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$ and taking the second derivative (Hessian) $$frac{{partial w}}{{partial {C_m}partial {C_n}}} = frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$
    To write the hessian matrix notice
    $$frac{{partial w}}{{partial {C_m}partial {C_n}}} = left{ {begin{array}{*{20}{l}}
    {frac{{cos {{(2pi mt)}^2}}}{{exp left( {C cdot F_k^T} right)}}}&{m = n}\
    {frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}}&{m ne n}
    end{array}} right.$$

    let
    $$P = exp left( { - textbf{C} cdot textbf{F}_k^T} right)$$
    writing the Hessian matrix we have
    $$H = frac{{partial w}}{{partial {C_m}partial {C_n}}} = left( {begin{array}{*{20}{c}}
    P& ldots &{cos (2pi t)cos (2ppi t)P}\
    vdots & ddots & vdots \
    {cos (2pi t)cos (2ppi t)P}& cdots &{cos {{(2ppi t)}^2}P}
    end{array}} right)$$

    where the diagonal of the matrix is the following
    $$Dig = left[ {begin{array}{*{20}{l}}
    P&{cos {{(2pi t)}^2}P}&.&.&{cos {{(2ppi t)}^2}P}
    end{array}} right]$$

    we can see that the diagonal is all positive, also notice that the matrix is real and symmetric. By using the pivots of the matrix for different order you will notice that all the pivots are non negative hence the Hessian is a positive semi definite matrix, which indicate that $w$ is a convex function which mean it satisfies the following, Let $C_1 in D$, and $C_2 in D$ where $D$ is assumed to be a convex set (Domain) then the following is true
    $$w(t;lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}) le lambda w(t;{textbf{C}_1}) + (1 - lambda )w(t;{textbf{C}_2})$$
    that is
    $$frac{1}{{exp left( {left[ {lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}} right] cdot F_k^T} right)}} le frac{lambda }{{exp left( {{textbf{C}_1} cdot F_k^T} right)}} + frac{{(1 - lambda )}}{{exp left( {{textbf{C}_2} cdot F_k^T} right)}}$$






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      up vote
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      down vote



      accepted










      I did solve the problem and just in case somebody else run into the same problem this is how I solved it. We start
      $$w(t;textbf{C}) = frac{1}{{exp left( {sumlimits_{k = 0}^p {{c_k}cos (2pi kt)} } right)}}$$
      where $ - frac{1}{2} le t le frac{1}{2}$. Before we take the derivative we will do some abbreviation let
      $$textbf{C} = left[ {begin{array}{*{20}{l}}
      {{c_0}}&{{c_1}}&{{c_2}}&.&.&{{c_p}}
      end{array}} right]$$

      $${textbf{F}_k} = left[ {begin{array}{*{20}{l}}
      1&{cos (2pi t)}&{cos (4pi t)}&.&.&{cos (2ppi t)}
      end{array}} right]$$

      then we can write the function as following
      $$w(t;textbf{C}) = frac{1}{{exp left( {textbf{C} cdot textbf{F}_k^T} right)}}$$
      taking the first derivative (Gradient)
      $$frac{{partial w}}{{partial {C_m}}} = frac{{ - cos (2pi mt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$ and taking the second derivative (Hessian) $$frac{{partial w}}{{partial {C_m}partial {C_n}}} = frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$
      To write the hessian matrix notice
      $$frac{{partial w}}{{partial {C_m}partial {C_n}}} = left{ {begin{array}{*{20}{l}}
      {frac{{cos {{(2pi mt)}^2}}}{{exp left( {C cdot F_k^T} right)}}}&{m = n}\
      {frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}}&{m ne n}
      end{array}} right.$$

      let
      $$P = exp left( { - textbf{C} cdot textbf{F}_k^T} right)$$
      writing the Hessian matrix we have
      $$H = frac{{partial w}}{{partial {C_m}partial {C_n}}} = left( {begin{array}{*{20}{c}}
      P& ldots &{cos (2pi t)cos (2ppi t)P}\
      vdots & ddots & vdots \
      {cos (2pi t)cos (2ppi t)P}& cdots &{cos {{(2ppi t)}^2}P}
      end{array}} right)$$

      where the diagonal of the matrix is the following
      $$Dig = left[ {begin{array}{*{20}{l}}
      P&{cos {{(2pi t)}^2}P}&.&.&{cos {{(2ppi t)}^2}P}
      end{array}} right]$$

      we can see that the diagonal is all positive, also notice that the matrix is real and symmetric. By using the pivots of the matrix for different order you will notice that all the pivots are non negative hence the Hessian is a positive semi definite matrix, which indicate that $w$ is a convex function which mean it satisfies the following, Let $C_1 in D$, and $C_2 in D$ where $D$ is assumed to be a convex set (Domain) then the following is true
      $$w(t;lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}) le lambda w(t;{textbf{C}_1}) + (1 - lambda )w(t;{textbf{C}_2})$$
      that is
      $$frac{1}{{exp left( {left[ {lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}} right] cdot F_k^T} right)}} le frac{lambda }{{exp left( {{textbf{C}_1} cdot F_k^T} right)}} + frac{{(1 - lambda )}}{{exp left( {{textbf{C}_2} cdot F_k^T} right)}}$$






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        I did solve the problem and just in case somebody else run into the same problem this is how I solved it. We start
        $$w(t;textbf{C}) = frac{1}{{exp left( {sumlimits_{k = 0}^p {{c_k}cos (2pi kt)} } right)}}$$
        where $ - frac{1}{2} le t le frac{1}{2}$. Before we take the derivative we will do some abbreviation let
        $$textbf{C} = left[ {begin{array}{*{20}{l}}
        {{c_0}}&{{c_1}}&{{c_2}}&.&.&{{c_p}}
        end{array}} right]$$

        $${textbf{F}_k} = left[ {begin{array}{*{20}{l}}
        1&{cos (2pi t)}&{cos (4pi t)}&.&.&{cos (2ppi t)}
        end{array}} right]$$

        then we can write the function as following
        $$w(t;textbf{C}) = frac{1}{{exp left( {textbf{C} cdot textbf{F}_k^T} right)}}$$
        taking the first derivative (Gradient)
        $$frac{{partial w}}{{partial {C_m}}} = frac{{ - cos (2pi mt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$ and taking the second derivative (Hessian) $$frac{{partial w}}{{partial {C_m}partial {C_n}}} = frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$
        To write the hessian matrix notice
        $$frac{{partial w}}{{partial {C_m}partial {C_n}}} = left{ {begin{array}{*{20}{l}}
        {frac{{cos {{(2pi mt)}^2}}}{{exp left( {C cdot F_k^T} right)}}}&{m = n}\
        {frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}}&{m ne n}
        end{array}} right.$$

        let
        $$P = exp left( { - textbf{C} cdot textbf{F}_k^T} right)$$
        writing the Hessian matrix we have
        $$H = frac{{partial w}}{{partial {C_m}partial {C_n}}} = left( {begin{array}{*{20}{c}}
        P& ldots &{cos (2pi t)cos (2ppi t)P}\
        vdots & ddots & vdots \
        {cos (2pi t)cos (2ppi t)P}& cdots &{cos {{(2ppi t)}^2}P}
        end{array}} right)$$

        where the diagonal of the matrix is the following
        $$Dig = left[ {begin{array}{*{20}{l}}
        P&{cos {{(2pi t)}^2}P}&.&.&{cos {{(2ppi t)}^2}P}
        end{array}} right]$$

        we can see that the diagonal is all positive, also notice that the matrix is real and symmetric. By using the pivots of the matrix for different order you will notice that all the pivots are non negative hence the Hessian is a positive semi definite matrix, which indicate that $w$ is a convex function which mean it satisfies the following, Let $C_1 in D$, and $C_2 in D$ where $D$ is assumed to be a convex set (Domain) then the following is true
        $$w(t;lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}) le lambda w(t;{textbf{C}_1}) + (1 - lambda )w(t;{textbf{C}_2})$$
        that is
        $$frac{1}{{exp left( {left[ {lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}} right] cdot F_k^T} right)}} le frac{lambda }{{exp left( {{textbf{C}_1} cdot F_k^T} right)}} + frac{{(1 - lambda )}}{{exp left( {{textbf{C}_2} cdot F_k^T} right)}}$$






        share|cite|improve this answer














        I did solve the problem and just in case somebody else run into the same problem this is how I solved it. We start
        $$w(t;textbf{C}) = frac{1}{{exp left( {sumlimits_{k = 0}^p {{c_k}cos (2pi kt)} } right)}}$$
        where $ - frac{1}{2} le t le frac{1}{2}$. Before we take the derivative we will do some abbreviation let
        $$textbf{C} = left[ {begin{array}{*{20}{l}}
        {{c_0}}&{{c_1}}&{{c_2}}&.&.&{{c_p}}
        end{array}} right]$$

        $${textbf{F}_k} = left[ {begin{array}{*{20}{l}}
        1&{cos (2pi t)}&{cos (4pi t)}&.&.&{cos (2ppi t)}
        end{array}} right]$$

        then we can write the function as following
        $$w(t;textbf{C}) = frac{1}{{exp left( {textbf{C} cdot textbf{F}_k^T} right)}}$$
        taking the first derivative (Gradient)
        $$frac{{partial w}}{{partial {C_m}}} = frac{{ - cos (2pi mt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$ and taking the second derivative (Hessian) $$frac{{partial w}}{{partial {C_m}partial {C_n}}} = frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}$$
        To write the hessian matrix notice
        $$frac{{partial w}}{{partial {C_m}partial {C_n}}} = left{ {begin{array}{*{20}{l}}
        {frac{{cos {{(2pi mt)}^2}}}{{exp left( {C cdot F_k^T} right)}}}&{m = n}\
        {frac{{cos (2pi mt)cos (2pi nt)}}{{exp left( {textbf{C} cdot F_k^T} right)}}}&{m ne n}
        end{array}} right.$$

        let
        $$P = exp left( { - textbf{C} cdot textbf{F}_k^T} right)$$
        writing the Hessian matrix we have
        $$H = frac{{partial w}}{{partial {C_m}partial {C_n}}} = left( {begin{array}{*{20}{c}}
        P& ldots &{cos (2pi t)cos (2ppi t)P}\
        vdots & ddots & vdots \
        {cos (2pi t)cos (2ppi t)P}& cdots &{cos {{(2ppi t)}^2}P}
        end{array}} right)$$

        where the diagonal of the matrix is the following
        $$Dig = left[ {begin{array}{*{20}{l}}
        P&{cos {{(2pi t)}^2}P}&.&.&{cos {{(2ppi t)}^2}P}
        end{array}} right]$$

        we can see that the diagonal is all positive, also notice that the matrix is real and symmetric. By using the pivots of the matrix for different order you will notice that all the pivots are non negative hence the Hessian is a positive semi definite matrix, which indicate that $w$ is a convex function which mean it satisfies the following, Let $C_1 in D$, and $C_2 in D$ where $D$ is assumed to be a convex set (Domain) then the following is true
        $$w(t;lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}) le lambda w(t;{textbf{C}_1}) + (1 - lambda )w(t;{textbf{C}_2})$$
        that is
        $$frac{1}{{exp left( {left[ {lambda {textbf{C}_1} + (1 - lambda ){textbf{C}_2}} right] cdot F_k^T} right)}} le frac{lambda }{{exp left( {{textbf{C}_1} cdot F_k^T} right)}} + frac{{(1 - lambda )}}{{exp left( {{textbf{C}_2} cdot F_k^T} right)}}$$







        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        edited Nov 18 at 9:11

























        answered Nov 10 at 6:57









        Jordan

        63




        63






























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