Monday, 13 November 2006

convexity - If a quadratic form is positive definite on a convex set, is it convex on that set?

Consider a real symmetric matrix AinmathbbRntimesn. The associated quadratic form xTAx is a convex function on all of mathbbRn iff A is positive semidefinite, i.e., if xTAxgeq0 for all xinmathbbRn.



Now suppose we have a convex subset Phi of mathbbRn such that xinPhi implies xTAxgeq0. Is xTAx a convex function on Phi (even if A is not positive definite)? Of course, the answer in general is "no," but we can still ask about the most inclusive conditions under which convexity holds for a given A and Phi. In particular I'm interested in the question:



Suppose we have a quadratic form Q:mathbbRntimesnrightarrowmathbbR. What is the weakest condition on Q that guarantees it will be convex when restricted to the set of positive semidefinite matrices?

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