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the real f(x) daughters btw

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smile.g liker ballad hater

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305,859 görüntüleme • 11 ay önce •via X (Twitter)

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Do you actually know what convex optimization is in the geometric, guarantee-theoretic sense or have you only met it through solvers and loss curves? Convexity is rare comfort in optimization...there are no spurious local minima, no surprise traps, and inequalities you can use like tools instead of prayers. So, what is this convexity? Let x = (x₁, x₂) and let f(x) be convex. Plot the surface z = f(x). Pick a contact point x₀. The local slope is the gradient p = ∇f(x₀). That p is exactly the data that defines the supporting plane: z = f(x₀) + p · (x − x₀). Thus, f is said to be convex because for every x, f(x) ≥ f(x₀) + p · (x − x₀). So the plane at x₀ can slide under the surface, but it never slices through it. Not near the point...everywhere. Now for here is the interesting part: The slope becomes a coordinate system! Rewrite the same plane as z = p · x − b, where b is the offset. Because the plane passes through (x₀, f(x₀)), the offset is forced to be b = p · x₀ − f(x₀). And that number isn’t just geometry trivia. It’s the convex conjugate: f*(p) = sup over x ( p · x − f(x) ). At a differentiable contact point, the supporting plane touches f tightly enough that the supremum is achieved at x₀, giving the identity f*(p) = p · x₀ − f(x₀) when p = ∇f(x₀). So one moving contact point gives two linked readouts: primal position x₀ dual position (slope) p = ∇f(x₀) dual offset f*(p) One surface. Two worlds. #ConvexOptimization #Optimization #MachineLearning #SignalProcessing #AppliedMath #Engineering
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