詹森不等式到底是什么？

最新推荐文章于 2024-03-02 09:34:58 发布

caimouse

最新推荐文章于 2024-03-02 09:34:58 发布

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詹森不等式以丹麦数学家约翰·詹森（Johan Jensen）命名。它给出积分的凸函数值和凸函数的积分值间的关系。

In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function. It was proven by Jensen in 1906.^[1] Given its generality, the inequality appears in many forms depending on the context, some of which are presented below. In its simplest form the inequality states that the convex transformation of a mean is less than or equal to the mean applied after convex transformation; it is a simple corollary that the opposite is true of concave transformations.

Jensen不等式是关于凸性(convexity)的不等式。凸性是非常好的性质，在最优化问题里面，线性和非线性不是本质的区别，只有凸性才是。如果最优化的函数是凸的，那么局部最优就意味着全局最优，否则无法推得全局最优。有很多不等式都可以用Jensen不等式证得，从而可以把他们的本质归结为凸性。例如，均值不等式。