Conic Representation of half-sigmoid

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Sam Chevalier

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Feb 27, 2024, 3:13:08 PM2/27/24
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The sigmoid function is nonconvex: 1/(1+e^-x).

I am searching for a conic expression for the "right half" of the sigmoid: t \le 1/(1+e^-x) , x>0. This is the shaded blue region with a red dot. I suspect there is a conic expression, because I can fit a modified (see equation below, and green line) Softplus (which does have a conic reformulation) "almost" perfectly by tuning some parameters, but the slope is never quite right.

Any ideas MOSEK?


sigmoid.png
sp.png
Thanks!
Sam

Michal Adamaszek

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Feb 27, 2024, 3:18:36 PM2/27/24
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Unlikely  to be conic representable in any natural way according to the expert here:


This is a common problem with functions that switch curvature through an inflection point, as opposed to changing curvature through a vertical asymptote / being undefined,  like 1/x in x=0, in which case there is more chance to make it work.

Michal

Sam Chevalier

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Feb 28, 2024, 1:49:41 PM2/28/24
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Thanks, Michal! That makes sense, and I guess is what I expected.

Sam

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