- Consider convex functions fi : Rn R, i = 1, ,k. Prove that the set
{x | fi(x) 0}
is convex.
- Consider a convex function f : Rn R. Prove that the set
{(x,t) | f(x) t}
is convex.
- (a) If M1,M2 S2 are positive definite, prove that M1 + M2 is positive definite.
(b) Prove that the set of all n n positive definite symmetric matrices is convex.
- Prove that the following set is convex: !
- Find a necessary and sufficient condition under which the following quadratic function is convex:
.

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