math pieces

convexity of function, linear interpolation $\alpha f(x)+(1-\alpha)f(y)$ overestimate the function value $f(\alpha x+(1-\alpha y))$.

Jensens’s inequality, expressed compactly as, $\mathbb{E} f(X) \geq f(\mathbb{E} X)​$, or equivalently, $f(y+t(x-y))\leq f(y)+t(f(x)-f(y))$, hence $f(x)\geq f(y)+\frac{f(y+t(x-y)) - f(y)}{t}$

The Cholesky decomposition of a Hermitian positive-definite matrix A is a decomposition of the form
$\mathbf{A = L L}^{*}$

compact set, extreme value theorem

(Weierstrass’ Theorem for Continuous Functions) A continuous function $f: \mathbb{R}^n \mapsto \mathbb{R}$ attains a minimum over any compact subset of $\mathbb{R}^n$.

How can I prove $sup(A+B)=sup A+sup B, \text{if } A+B={a+b∣a∈A,b∈B}$
Show that $sup(A+B)$ is less than or equal to $sup(A)+sup(B)$ by showing that the latter is an upper bound for $A+B$. Then show that $sup(A)+sup(B)$ is less than or equal to $sup(A+B)$ by showing that $sup(A+B)$ is an upper bound for $A+sup(B)$ and that $sup(A+sup(B))=sup(A)+sup(B)$.