with vector $mathbfx=[x_1,x_2,..,x_n]$, is $f_i(mathbfx)=x_i exp(-(x_1+x_2+…x_i))$ concave for vector $mathbfx$ ????

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It looks not that complicated but I'm stuck in the middle.



$mathbfx=[x_1,x_2, cdots ,x_n]$.



  1. $g(mathbfx)=exp(-mathbfx)$ is a decreasing, and convex function.

  2. $h(mathbfx)=x_1+x_2+x_3+dotsm;$ is a linear, increasing function, convex/concave.

So, $g(h(mathbfx))$ is a convex function.
Am I right so far?



and the problem is that $x_i$ is multiplied to $g(h(mathbfx))$.
$x_i$'s are positive and between 0 to 1 real value.



How can I prove $f_i(mathbfx)=x_i g(h(mathbfx))$ is concave?



Thanks a lot.







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    up vote
    0
    down vote

    favorite
    2












    It looks not that complicated but I'm stuck in the middle.



    $mathbfx=[x_1,x_2, cdots ,x_n]$.



    1. $g(mathbfx)=exp(-mathbfx)$ is a decreasing, and convex function.

    2. $h(mathbfx)=x_1+x_2+x_3+dotsm;$ is a linear, increasing function, convex/concave.

    So, $g(h(mathbfx))$ is a convex function.
    Am I right so far?



    and the problem is that $x_i$ is multiplied to $g(h(mathbfx))$.
    $x_i$'s are positive and between 0 to 1 real value.



    How can I prove $f_i(mathbfx)=x_i g(h(mathbfx))$ is concave?



    Thanks a lot.







    share|cite|improve this question























      up vote
      0
      down vote

      favorite
      2









      up vote
      0
      down vote

      favorite
      2






      2





      It looks not that complicated but I'm stuck in the middle.



      $mathbfx=[x_1,x_2, cdots ,x_n]$.



      1. $g(mathbfx)=exp(-mathbfx)$ is a decreasing, and convex function.

      2. $h(mathbfx)=x_1+x_2+x_3+dotsm;$ is a linear, increasing function, convex/concave.

      So, $g(h(mathbfx))$ is a convex function.
      Am I right so far?



      and the problem is that $x_i$ is multiplied to $g(h(mathbfx))$.
      $x_i$'s are positive and between 0 to 1 real value.



      How can I prove $f_i(mathbfx)=x_i g(h(mathbfx))$ is concave?



      Thanks a lot.







      share|cite|improve this question













      It looks not that complicated but I'm stuck in the middle.



      $mathbfx=[x_1,x_2, cdots ,x_n]$.



      1. $g(mathbfx)=exp(-mathbfx)$ is a decreasing, and convex function.

      2. $h(mathbfx)=x_1+x_2+x_3+dotsm;$ is a linear, increasing function, convex/concave.

      So, $g(h(mathbfx))$ is a convex function.
      Am I right so far?



      and the problem is that $x_i$ is multiplied to $g(h(mathbfx))$.
      $x_i$'s are positive and between 0 to 1 real value.



      How can I prove $f_i(mathbfx)=x_i g(h(mathbfx))$ is concave?



      Thanks a lot.









      share|cite|improve this question












      share|cite|improve this question




      share|cite|improve this question








      edited Jul 21 at 8:17









      Bernard

      110k635103




      110k635103









      asked Jul 21 at 3:02









      Eunhye Park

      82




      82




















          2 Answers
          2






          active

          oldest

          votes

















          up vote
          0
          down vote



          accepted










          You can do the hessian H of $f_i(x)$ and prove that H is negative semidefinite (if x'Hx ≤ 0 for all x).



          the Hessian of $f_i$ is positive semi definite in this case which means that $f_i$ is convex if $x_i$ >0.






          share|cite|improve this answer























          • Thank you for your answer. I tried by deriving Hessian H of $f_i(mathbfx)$, but I failed to prove $mathbfv'Hmathbfvleq 0$ for all $mathbfv$. Is there other way to prove this? I guess this function will be concave in 0<x<1.. at least quasiconcave.
            – Eunhye Park
            Jul 21 at 6:11










          • Try: $ f_i( lambda x +(1- lambda )y) leq lambda f_i(x) +(1-lambda) f_i(y)$ $g(x)=exp(-x)$ convex and you can prove that easily in $R^n$ So, $f_i( lambda x+(1-lambda) y) leq x_i*(lambda g_i(x)+ (1- lambda) g_i(y) )$
            – seifedd
            Jul 21 at 19:27











          • I hope that this helps !!
            – seifedd
            Jul 21 at 19:32










          • Thank you for your kindness!!, for $x,yin R^n$ and $f_i(x)=x_i g(x)$, $f_i(lambda x+ (1-lambda)y) = (lambda x_i +(1-lambda) y_i) g_i(lambda x + (1-lambda)y) leq (lambda x_i +(1-lambda) y_i) [lambda g_i(x) +(1-lambda)g_i(y)] $
            – Eunhye Park
            Jul 22 at 4:01











          • Then, i get $lambda^2 x_i g_i(x) +(1-lambda)^2 y_i g_i(y) +lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]=lambda^2 f_i(x) + (1-lambda)^2 f_i(y) + lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]$.. Here I stuck again..I don't know how the cross term $lambda(1-lambda)x_i f_i(y)$ can be dealt with. ;-(
            – Eunhye Park
            Jul 22 at 4:08


















          up vote
          0
          down vote













          Note that $f(x) = x e^-x$ is strictly convex for $x ge 2$ (just compute $f''(x)$).






          share|cite|improve this answer





















          • you are right. $f''(x) = (2-x)e^-x$. My consideration is only in $xin[0,1]$ :) Thank you for your answer
            – Eunhye Park
            Jul 22 at 4:34










          • You might want to add that to your question, otherwise this is an answer in the negative.
            – copper.hat
            Jul 22 at 4:39










          Your Answer




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          2 Answers
          2






          active

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          2 Answers
          2






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes








          up vote
          0
          down vote



          accepted










          You can do the hessian H of $f_i(x)$ and prove that H is negative semidefinite (if x'Hx ≤ 0 for all x).



          the Hessian of $f_i$ is positive semi definite in this case which means that $f_i$ is convex if $x_i$ >0.






          share|cite|improve this answer























          • Thank you for your answer. I tried by deriving Hessian H of $f_i(mathbfx)$, but I failed to prove $mathbfv'Hmathbfvleq 0$ for all $mathbfv$. Is there other way to prove this? I guess this function will be concave in 0<x<1.. at least quasiconcave.
            – Eunhye Park
            Jul 21 at 6:11










          • Try: $ f_i( lambda x +(1- lambda )y) leq lambda f_i(x) +(1-lambda) f_i(y)$ $g(x)=exp(-x)$ convex and you can prove that easily in $R^n$ So, $f_i( lambda x+(1-lambda) y) leq x_i*(lambda g_i(x)+ (1- lambda) g_i(y) )$
            – seifedd
            Jul 21 at 19:27











          • I hope that this helps !!
            – seifedd
            Jul 21 at 19:32










          • Thank you for your kindness!!, for $x,yin R^n$ and $f_i(x)=x_i g(x)$, $f_i(lambda x+ (1-lambda)y) = (lambda x_i +(1-lambda) y_i) g_i(lambda x + (1-lambda)y) leq (lambda x_i +(1-lambda) y_i) [lambda g_i(x) +(1-lambda)g_i(y)] $
            – Eunhye Park
            Jul 22 at 4:01











          • Then, i get $lambda^2 x_i g_i(x) +(1-lambda)^2 y_i g_i(y) +lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]=lambda^2 f_i(x) + (1-lambda)^2 f_i(y) + lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]$.. Here I stuck again..I don't know how the cross term $lambda(1-lambda)x_i f_i(y)$ can be dealt with. ;-(
            – Eunhye Park
            Jul 22 at 4:08















          up vote
          0
          down vote



          accepted










          You can do the hessian H of $f_i(x)$ and prove that H is negative semidefinite (if x'Hx ≤ 0 for all x).



          the Hessian of $f_i$ is positive semi definite in this case which means that $f_i$ is convex if $x_i$ >0.






          share|cite|improve this answer























          • Thank you for your answer. I tried by deriving Hessian H of $f_i(mathbfx)$, but I failed to prove $mathbfv'Hmathbfvleq 0$ for all $mathbfv$. Is there other way to prove this? I guess this function will be concave in 0<x<1.. at least quasiconcave.
            – Eunhye Park
            Jul 21 at 6:11










          • Try: $ f_i( lambda x +(1- lambda )y) leq lambda f_i(x) +(1-lambda) f_i(y)$ $g(x)=exp(-x)$ convex and you can prove that easily in $R^n$ So, $f_i( lambda x+(1-lambda) y) leq x_i*(lambda g_i(x)+ (1- lambda) g_i(y) )$
            – seifedd
            Jul 21 at 19:27











          • I hope that this helps !!
            – seifedd
            Jul 21 at 19:32










          • Thank you for your kindness!!, for $x,yin R^n$ and $f_i(x)=x_i g(x)$, $f_i(lambda x+ (1-lambda)y) = (lambda x_i +(1-lambda) y_i) g_i(lambda x + (1-lambda)y) leq (lambda x_i +(1-lambda) y_i) [lambda g_i(x) +(1-lambda)g_i(y)] $
            – Eunhye Park
            Jul 22 at 4:01











          • Then, i get $lambda^2 x_i g_i(x) +(1-lambda)^2 y_i g_i(y) +lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]=lambda^2 f_i(x) + (1-lambda)^2 f_i(y) + lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]$.. Here I stuck again..I don't know how the cross term $lambda(1-lambda)x_i f_i(y)$ can be dealt with. ;-(
            – Eunhye Park
            Jul 22 at 4:08













          up vote
          0
          down vote



          accepted







          up vote
          0
          down vote



          accepted






          You can do the hessian H of $f_i(x)$ and prove that H is negative semidefinite (if x'Hx ≤ 0 for all x).



          the Hessian of $f_i$ is positive semi definite in this case which means that $f_i$ is convex if $x_i$ >0.






          share|cite|improve this answer















          You can do the hessian H of $f_i(x)$ and prove that H is negative semidefinite (if x'Hx ≤ 0 for all x).



          the Hessian of $f_i$ is positive semi definite in this case which means that $f_i$ is convex if $x_i$ >0.







          share|cite|improve this answer















          share|cite|improve this answer



          share|cite|improve this answer








          edited Jul 21 at 4:44


























          answered Jul 21 at 3:56









          seifedd

          424




          424











          • Thank you for your answer. I tried by deriving Hessian H of $f_i(mathbfx)$, but I failed to prove $mathbfv'Hmathbfvleq 0$ for all $mathbfv$. Is there other way to prove this? I guess this function will be concave in 0<x<1.. at least quasiconcave.
            – Eunhye Park
            Jul 21 at 6:11










          • Try: $ f_i( lambda x +(1- lambda )y) leq lambda f_i(x) +(1-lambda) f_i(y)$ $g(x)=exp(-x)$ convex and you can prove that easily in $R^n$ So, $f_i( lambda x+(1-lambda) y) leq x_i*(lambda g_i(x)+ (1- lambda) g_i(y) )$
            – seifedd
            Jul 21 at 19:27











          • I hope that this helps !!
            – seifedd
            Jul 21 at 19:32










          • Thank you for your kindness!!, for $x,yin R^n$ and $f_i(x)=x_i g(x)$, $f_i(lambda x+ (1-lambda)y) = (lambda x_i +(1-lambda) y_i) g_i(lambda x + (1-lambda)y) leq (lambda x_i +(1-lambda) y_i) [lambda g_i(x) +(1-lambda)g_i(y)] $
            – Eunhye Park
            Jul 22 at 4:01











          • Then, i get $lambda^2 x_i g_i(x) +(1-lambda)^2 y_i g_i(y) +lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]=lambda^2 f_i(x) + (1-lambda)^2 f_i(y) + lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]$.. Here I stuck again..I don't know how the cross term $lambda(1-lambda)x_i f_i(y)$ can be dealt with. ;-(
            – Eunhye Park
            Jul 22 at 4:08

















          • Thank you for your answer. I tried by deriving Hessian H of $f_i(mathbfx)$, but I failed to prove $mathbfv'Hmathbfvleq 0$ for all $mathbfv$. Is there other way to prove this? I guess this function will be concave in 0<x<1.. at least quasiconcave.
            – Eunhye Park
            Jul 21 at 6:11










          • Try: $ f_i( lambda x +(1- lambda )y) leq lambda f_i(x) +(1-lambda) f_i(y)$ $g(x)=exp(-x)$ convex and you can prove that easily in $R^n$ So, $f_i( lambda x+(1-lambda) y) leq x_i*(lambda g_i(x)+ (1- lambda) g_i(y) )$
            – seifedd
            Jul 21 at 19:27











          • I hope that this helps !!
            – seifedd
            Jul 21 at 19:32










          • Thank you for your kindness!!, for $x,yin R^n$ and $f_i(x)=x_i g(x)$, $f_i(lambda x+ (1-lambda)y) = (lambda x_i +(1-lambda) y_i) g_i(lambda x + (1-lambda)y) leq (lambda x_i +(1-lambda) y_i) [lambda g_i(x) +(1-lambda)g_i(y)] $
            – Eunhye Park
            Jul 22 at 4:01











          • Then, i get $lambda^2 x_i g_i(x) +(1-lambda)^2 y_i g_i(y) +lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]=lambda^2 f_i(x) + (1-lambda)^2 f_i(y) + lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]$.. Here I stuck again..I don't know how the cross term $lambda(1-lambda)x_i f_i(y)$ can be dealt with. ;-(
            – Eunhye Park
            Jul 22 at 4:08
















          Thank you for your answer. I tried by deriving Hessian H of $f_i(mathbfx)$, but I failed to prove $mathbfv'Hmathbfvleq 0$ for all $mathbfv$. Is there other way to prove this? I guess this function will be concave in 0<x<1.. at least quasiconcave.
          – Eunhye Park
          Jul 21 at 6:11




          Thank you for your answer. I tried by deriving Hessian H of $f_i(mathbfx)$, but I failed to prove $mathbfv'Hmathbfvleq 0$ for all $mathbfv$. Is there other way to prove this? I guess this function will be concave in 0<x<1.. at least quasiconcave.
          – Eunhye Park
          Jul 21 at 6:11












          Try: $ f_i( lambda x +(1- lambda )y) leq lambda f_i(x) +(1-lambda) f_i(y)$ $g(x)=exp(-x)$ convex and you can prove that easily in $R^n$ So, $f_i( lambda x+(1-lambda) y) leq x_i*(lambda g_i(x)+ (1- lambda) g_i(y) )$
          – seifedd
          Jul 21 at 19:27





          Try: $ f_i( lambda x +(1- lambda )y) leq lambda f_i(x) +(1-lambda) f_i(y)$ $g(x)=exp(-x)$ convex and you can prove that easily in $R^n$ So, $f_i( lambda x+(1-lambda) y) leq x_i*(lambda g_i(x)+ (1- lambda) g_i(y) )$
          – seifedd
          Jul 21 at 19:27













          I hope that this helps !!
          – seifedd
          Jul 21 at 19:32




          I hope that this helps !!
          – seifedd
          Jul 21 at 19:32












          Thank you for your kindness!!, for $x,yin R^n$ and $f_i(x)=x_i g(x)$, $f_i(lambda x+ (1-lambda)y) = (lambda x_i +(1-lambda) y_i) g_i(lambda x + (1-lambda)y) leq (lambda x_i +(1-lambda) y_i) [lambda g_i(x) +(1-lambda)g_i(y)] $
          – Eunhye Park
          Jul 22 at 4:01





          Thank you for your kindness!!, for $x,yin R^n$ and $f_i(x)=x_i g(x)$, $f_i(lambda x+ (1-lambda)y) = (lambda x_i +(1-lambda) y_i) g_i(lambda x + (1-lambda)y) leq (lambda x_i +(1-lambda) y_i) [lambda g_i(x) +(1-lambda)g_i(y)] $
          – Eunhye Park
          Jul 22 at 4:01













          Then, i get $lambda^2 x_i g_i(x) +(1-lambda)^2 y_i g_i(y) +lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]=lambda^2 f_i(x) + (1-lambda)^2 f_i(y) + lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]$.. Here I stuck again..I don't know how the cross term $lambda(1-lambda)x_i f_i(y)$ can be dealt with. ;-(
          – Eunhye Park
          Jul 22 at 4:08





          Then, i get $lambda^2 x_i g_i(x) +(1-lambda)^2 y_i g_i(y) +lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]=lambda^2 f_i(x) + (1-lambda)^2 f_i(y) + lambda (1-lambda)[y_i g_i(x) + x_i g_i(y)]$.. Here I stuck again..I don't know how the cross term $lambda(1-lambda)x_i f_i(y)$ can be dealt with. ;-(
          – Eunhye Park
          Jul 22 at 4:08











          up vote
          0
          down vote













          Note that $f(x) = x e^-x$ is strictly convex for $x ge 2$ (just compute $f''(x)$).






          share|cite|improve this answer





















          • you are right. $f''(x) = (2-x)e^-x$. My consideration is only in $xin[0,1]$ :) Thank you for your answer
            – Eunhye Park
            Jul 22 at 4:34










          • You might want to add that to your question, otherwise this is an answer in the negative.
            – copper.hat
            Jul 22 at 4:39














          up vote
          0
          down vote













          Note that $f(x) = x e^-x$ is strictly convex for $x ge 2$ (just compute $f''(x)$).






          share|cite|improve this answer





















          • you are right. $f''(x) = (2-x)e^-x$. My consideration is only in $xin[0,1]$ :) Thank you for your answer
            – Eunhye Park
            Jul 22 at 4:34










          • You might want to add that to your question, otherwise this is an answer in the negative.
            – copper.hat
            Jul 22 at 4:39












          up vote
          0
          down vote










          up vote
          0
          down vote









          Note that $f(x) = x e^-x$ is strictly convex for $x ge 2$ (just compute $f''(x)$).






          share|cite|improve this answer













          Note that $f(x) = x e^-x$ is strictly convex for $x ge 2$ (just compute $f''(x)$).







          share|cite|improve this answer













          share|cite|improve this answer



          share|cite|improve this answer











          answered Jul 21 at 16:25









          copper.hat

          122k557156




          122k557156











          • you are right. $f''(x) = (2-x)e^-x$. My consideration is only in $xin[0,1]$ :) Thank you for your answer
            – Eunhye Park
            Jul 22 at 4:34










          • You might want to add that to your question, otherwise this is an answer in the negative.
            – copper.hat
            Jul 22 at 4:39
















          • you are right. $f''(x) = (2-x)e^-x$. My consideration is only in $xin[0,1]$ :) Thank you for your answer
            – Eunhye Park
            Jul 22 at 4:34










          • You might want to add that to your question, otherwise this is an answer in the negative.
            – copper.hat
            Jul 22 at 4:39















          you are right. $f''(x) = (2-x)e^-x$. My consideration is only in $xin[0,1]$ :) Thank you for your answer
          – Eunhye Park
          Jul 22 at 4:34




          you are right. $f''(x) = (2-x)e^-x$. My consideration is only in $xin[0,1]$ :) Thank you for your answer
          – Eunhye Park
          Jul 22 at 4:34












          You might want to add that to your question, otherwise this is an answer in the negative.
          – copper.hat
          Jul 22 at 4:39




          You might want to add that to your question, otherwise this is an answer in the negative.
          – copper.hat
          Jul 22 at 4:39












           

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