Convex Optimization · Problem 2.3

Convex functions — Boyd & Vandenberghe

Mathematics — Optimization · midpoint-convexity

Problem

Midpoint convexity. A set CC is midpoint convex if whenever two points a,ba, b are in CC, the average or midpoint (a+b)/2(a + b)/2 is in CC. Obviously a convex set is midpoint convex. It can be proved that under mild conditions midpoint convexity implies convexity. As a simple case, prove that if CC is closed and midpoint convex, then CC is convex.

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