(a) Let fi:Rd→R be a convex function for each i=1,…,m. Show that
x↦i=1,…,mmaxfi(x) and x↦i=1∑mfi(x)
are both convex functions.
(b) Fix c∈Rd. Show that if f:R→R is convex, then g:Rd→R given by g(x)=f(cTx) is convex.
(c) Fix vectors a1,…,an∈Rd. Let Q:Rd→R be given by
Q(β)=i=1∑nlog(1+eaiTβ)+j=1∑d∣βj∣
Show that Q is convex. [You may use any result from the course provided you state it.]