TheoremBase

Semiconvex Function on a Convex Subset of Rn\mathbb{R}^n

Statement

Let n≥1n\ge1 be a natural number, let R\mathbb{R} be the real numbers, let C⊆RnC\subseteq\mathbb{R}^n be convex, let f:C→Rf:C\to\mathbb{R}, and let λ∈R\lambda\in\mathbb{R} satisfy 0≤λ0\le\lambda. Write ∥ ⋅ ∥\lVert\,\cdot\,\rVert for the Euclidean norm on Rn\mathbb{R}^n.

We say that ff is semiconvex on CC with constant λ\lambda if the function g:C→Rg:C\to\mathbb{R} given by

g(x)=f(x)+λ2 ∥x∥2g(x)=f(x)+\frac{\lambda}{2}\,\lVert x\rVert^{2}

is convex on CC.

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