Math 2.0

Calculus of variations and optimal control; optimization Definition

Rank-one convexity

Builds on Convex function on R^nRank of a matrix

Definition

Let m,n≥1m, n \ge 1 and let f ⁣:ℝm×n→ℝf \colon \R^{m \times n} \to \R. For a∈ℝma \in \R^m and b∈ℝnb \in \R^n, write a⊗ba \otimes b for the m×nm \times n matrix with entries aibαa_i b_\alpha; it has rank at most one. The function ff is rank-one convex if for every ξ∈ℝm×n\xi \in \R^{m \times n}, a∈ℝma \in \R^m and b∈ℝnb \in \R^n the function t↦f(ξ+t a⊗b),t∈ℝ,t \mapsto f(\xi + t \, a \otimes b), \quad t \in \R, is convex.

Remarks

Example: for m=n=2m = n = 2, f=det⁡f = \det is rank-one convex. By the matrix determinant lemma, det⁡(ξ+t a⊗b)=det⁡ξ+t bTadj⁡(ξ) a\det(\xi + t \, a \otimes b) = \det \xi + t \, b^T \operatorname{adj}(\xi) \, a, which is affine in tt. But det⁡\det is not convex: along ξ(t)=diag⁡(t,−t)\xi(t) = \operatorname{diag}(t, -t) it equals −t2-t^2.

Non-example: for m=n=1m = n = 1, f(ξ)=−ξ2f(\xi) = -\xi^2 is not rank-one convex, since t↦−t2t \mapsto -t^2 is not convex.

For m=1m = 1 or n=1n = 1 every matrix has rank at most one, so rank-one convexity is ordinary convexity. If ff is C2C^2, it is rank-one convex exactly when ∑i,j,α,β∂2f∂ξαi∂ξβj(ξ) aiajbαbβ≥0\sum_{i,j,\alpha,\beta} \frac{\partial^2 f}{\partial \xi^i_\alpha \partial \xi^j_\beta}(\xi) \, a_i a_j b_\alpha b_\beta \ge 0 for all ξ\xi, aa and bb, the Legendre–Hadamard condition.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Euclidean space object
  2. Function concept
  3. Rank of a matrix concept
  4. Function of several variables concept
  5. Convex function on R^n concept
  6. Rank-one convexity definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Quasiconvexity_(calculus_of_variations)
About this page
TagTPC99RZ316
URIm2://TPC99RZ316
Kinddefinition
WritingW0 stub
MSC49J45, 26B25
DefinesRank-one convexity
UsesConvex function on R^n, Rank of a matrix

Markdown · JSON · Edit on GitHub

What this page needs for W1

  • an inventory row: the row of the inventory that the node accounts for (0 of 1)
  • a source with a locator (0 of 1)

The writing levels say how complete the text of a page is. They do not measure its truth.

What links here

No page links to this page yet.