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The function () = has ″ = >, so f is a convex function. It is also strongly convex (and hence strictly convex too), with strong convexity constant 2. The function () = has ″ =, so f is a convex function. It is strictly convex, even though the second derivative is not strictly positive at all points.
Convex function - a function in which the line segment between any two points on the graph of the function lies above the graph. Closed convex function - a convex function all of whose sublevel sets are closed sets. Proper convex function - a convex function whose effective domain is nonempty and it never attains minus infinity. Concave ...
For every proper convex function : [,], there exist some and such that ()for every .. The sum of two proper convex functions is convex, but not necessarily proper. [4] For instance if the sets and are non-empty convex sets in the vector space, then the characteristic functions and are proper convex functions, but if = then + is identically equal to +.
When the objective function is differentiable, sub-gradient methods for unconstrained problems use the same search direction as the method of steepest descent. Subgradient methods are slower than Newton's method when applied to minimize twice continuously differentiable convex functions.
For example, the problem of maximizing a concave function can be re-formulated equivalently as the problem of minimizing the convex function . The problem of maximizing a concave function over a convex set is commonly called a convex optimization problem. [8]
A conical combination is a linear combination with nonnegative coefficients. When a point is to be used as the reference origin for defining displacement vectors, then is a convex combination of points ,, …, if and only if the zero displacement is a non-trivial conical combination of their respective displacement vectors relative to .
A logarithmically convex function f is a convex function since it is the composite of the increasing convex function and the function , which is by definition convex. However, being logarithmically convex is a strictly stronger property than being convex.
The Frank–Wolfe algorithm is an iterative first-order optimization algorithm for constrained convex optimization.Also known as the conditional gradient method, [1] reduced gradient algorithm and the convex combination algorithm, the method was originally proposed by Marguerite Frank and Philip Wolfe in 1956. [2]