Suppose p<1,p≠0p < 1, p \neq0p<1,p=0. Show that the function
f(x)=(∑i=1nxip)1pf(x) = (\sum_{i=1}^nx_i^p)^{\frac1p}f(x)=(i=1∑nxip)p1
with domf=Rn++dom f = \R_n^{++}domf=Rn++ is concave. This includes as special cases f(x)=(∑i=1nxi12)2f(x) = (\sum_{i=1}^nx_i^{\frac12})^2f(x)=(∑i=1nxi21)2 and the harmonic meanf(x)=(∑i=1n1xi)−1f(x) = (\sum_{i=1}^n\frac1{x_i})^{-1}f(x)=(∑i=1nxi1)−1
显然,当 p>=1时,向量的LpL_pLp范数是凸的。


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