Positive constant divided by a concave function, how to convexify this constraint?

neimanjaLrq

neimanjaLrq

Answered question

2022-11-24

Positive constant divided by a concave function, how to convexify this constraint?

Answer & Explanation

inventorspotDkt

inventorspotDkt

Beginner2022-11-25Added 5 answers

From your constraint, it's clear R is positive as well. Then,we have
1 R ( p ) = max λ > 0 ( 2 λ λ 2 R ( p ) )
and since and since R is concave, that's the maximum of a set of convex functions in p, i.e. it's convex is concave, that's the maximum of a set of convex functions in p, i.e. it's convex

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