向量 p范数的凹凸性证明

Suppose p<1,p0p < 1, p \neq0. Show that the function
f(x)=(i=1nxip)1pf(x) = (\sum_{i=1}^nx_i^p)^{\frac1p}
with domf=Rn++dom f = \R_n^{++} is concave. This includes as special cases f(x)=(i=1nxi12)2f(x) = (\sum_{i=1}^nx_i^{\frac12})^2 and the harmonic meanf(x)=(i=1n1xi)1f(x) = (\sum_{i=1}^n\frac1{x_i})^{-1}


向量 p范数的凹凸性证明


显然,当 p>=1时,向量的LpL_p范数是凸的。