Collection of convex functions #
In this file we prove that the following functions are convex:
strict_convex_on_exp: The exponential function is strictly convex.even.convex_on_pow,even.strict_convex_on_pow: For an evenn : ℕ,λ x, x ^ nis convex and strictly convex when2 ≤ n.convex_on_pow,strict_convex_on_pow: Forn : ℕ,λ x, x ^ nis convex on $[0, +∞)$ and strictly convex when2 ≤ n.convex_on_zpow,strict_convex_on_zpow: Form : ℤ,λ x, x ^ mis convex on $[0, +∞)$ and strictly convex whenm ≠ 0, 1.convex_on_rpow,strict_convex_on_rpow: Forp : ℝ,λ x, x ^ pis convex on $[0, +∞)$ when1 ≤ pand strictly convex when1 < p.strict_concave_on_log_Ioi,strict_concave_on_log_Iio:real.logis strictly concave on $(0, +∞)$ and $(-∞, 0)$ respectively.
TODO #
For p : ℝ, prove that λ x, x ^ p is concave when 0 ≤ p ≤ 1 and strictly concave when
0 < p < 1.
exp is strictly convex on the whole real line.
theorem
even.strict_convex_on_pow
{n : ℕ}
(hn : even n)
(h : n ≠ 0) :
strict_convex_on ℝ set.univ (λ (x : ℝ), x ^ n)
x^n, n : ℕ is strictly convex on the whole real line whenever n ≠ 0 is even.
theorem
strict_convex_on_pow
{n : ℕ}
(hn : 2 ≤ n) :
strict_convex_on ℝ (set.Ici 0) (λ (x : ℝ), x ^ n)
x^n, n : ℕ is strictly convex on [0, +∞) for all n greater than 2.
theorem
finset.prod_nonneg_of_card_nonpos_even
{α : Type u_1}
{β : Type u_2}
[linear_ordered_comm_ring β]
{f : α → β}
[decidable_pred (λ (x : α), f x ≤ 0)]
{s : finset α}
(h0 : even (finset.filter (λ (x : α), f x ≤ 0) s).card) :
theorem
strict_convex_on_zpow
{m : ℤ}
(hm₀ : m ≠ 0)
(hm₁ : m ≠ 1) :
strict_convex_on ℝ (set.Ioi 0) (λ (x : ℝ), x ^ m)
x^m, m : ℤ is convex on (0, +∞) for all m except 0 and 1.
theorem
strict_convex_on_rpow
{p : ℝ}
(hp : 1 < p) :
strict_convex_on ℝ (set.Ici 0) (λ (x : ℝ), x ^ p)