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[0ZX] Let \(X\) be a vector space and \(f:V→ {\mathbb {R}}\) a function that is positively homogeneous, that is: for every \(v∈ X\) and \(t≥ 0\) you have \(t f(v)=f (tv)\).

Show that \(f\) is convex if and only if the triangle inequality holds: for every \(v,w∈ X\) you have

\[ f(v+w) ≤ f(v)+f(w)\quad . \]

In particular, a norm is always a convex function.

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  • normed vector space
  • function, positively homogeneous
  • triangle inequality
  • convex function
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