Hello,
I need to prove the following but I am struggling to see where to start:
The image of a convex set under an affine transformation i.e. the set for , where
However, I know how to prove convex.
Thanks in advance,
Best regards,
bravegag
Hello,
I need to prove the following but I am struggling to see where to start:
The image of a convex set under an affine transformation i.e. the set for , where
However, I know how to prove convex.
Thanks in advance,
Best regards,
bravegag
Hello Dinkydoe,
Thank you for your answer! I ended with this below as proof ... does it make sense to you?
Proof: . Now to prove that is convex, I need to prove that any convex combination
Let and . Then applying the Convex definition:
substituting
Finally by convex definition where convex and then is convex too.
I am not a mathematician but interested to learn the course Convex Optimization ... a bit too many proofs for a poor programmer like me
TIA,
Best regards,
Giovanni