I have been struggling with this problem for about 2 days, I could prove that following function is convex using the definition of convex functions, but I need to prove its convexity using Bregman Distance.
so far I know that it is a Bregman Distance of another function, but I could not find that function. I appreciate any help, thanks.
$$ \left\{ \begin{array}{cc}
(x_1 -x_2) (\ln(x_1) -\ln(x_2))\, \,\,\,\mbox{ if} \,\,\,x \in R^2_{++} \\
0 \qquad \qquad \mbox{ if},\, x=0 \\
+\infty \qquad \qquad \mbox{ otherwise} \end{array} \right. $$
2026-03-24 23:49:55.1774396195
Convexity of this function, the ordinary definition of convex functions took me a lot of time!
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Hint : what is the Bregman distance of $x\ln x$ (linear functions are convex)?