2007数学简单derivationshort
Three-Sleeve Convex Balance-Sheet Penalty 12
题目
The third sleeve is much more expensive on its own, but the aggregate term still preserves convexity. Prove that F(w_1,w_2,w_3) = 1w_1^2 + 4w_2^2 + 9w_3^2 + 2(w_1+w_2+w_3)^2 is convex.
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