Fxyyinvxy dom fxyxxgt0 is f convex if not give a simple

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f(X,y)=y'*inv(X)*y, dom f={(X,y)|X+x'>0}. is f convex? If not give a simple counterexample.I can proof convexity when X is restricted to Sn via its epigraph but I don't know how to explain the general convexity of f for any X. Any help would be appreciated.

Reference no: EM13344525

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