Abstract
Any finite, separately convex, positively homogeneous function on is convex. This was first established by the first author ["Direct methods in calculus of variations", Springer-Verlag (1989)]. Here we give a new and concise proof of this result, and we show that it fails in higher dimension. The key of the new proof is the notion of perspective of a convex function , namely, the function , . In recent works of the second author [Math. Programming 89A (2001) 505–516; J. Optimization Theory Appl. 126 (2005) 175–189 and 357–366], the perspective has been substantially generalized by considering functions of the form , with suitable assumptions on . Here, this generalized perspective is shown to be a powerful tool for the analysis of convexity properties of parametrized families of matrix functions
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Published by Heldermann Verlag, 2008. Rights now held by Banach Press LLC.
