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A function f is concave over a convex set if and only if the function −f is a convex function over the set. The sum of two concave functions is itself concave and so is the pointwise minimum of two concave functions, i.e. the set of concave functions on a given domain form a semifield.
In mathematics, a real-valued function is called convex if the line segment between any two distinct points on the graph of the function lies above or on the graph between the two points. Equivalently, a function is convex if its epigraph (the set of points on or above the graph of the function) is a convex set.
The bivariate normal joint density is quasiconcave. In mathematics, a quasiconvex function is a real -valued function defined on an interval or on a convex subset of a real vector space such that the inverse image of any set of the form is a convex set. For a function of a single variable, along any stretch of the curve the highest point is one ...
The second derivative of a function f can be used to determine the concavity of the graph of f. [2] A function whose second derivative is positive is said to be concave up (also referred to as convex), meaning that the tangent line near the point where it touches the function will lie below the graph of the function.
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]
Equivalently, a convex set or a convex region is a subset that intersects every line into a single line segment (possibly empty). [1][2] For example, a solid cube is a convex set, but anything that is hollow or has an indent, for example, a crescent shape, is not convex. The boundary of a convex set in the plane is always a convex curve.
Concavification. In mathematics, concavification is the process of converting a non-concave function to a concave function. A related concept is convexification – converting a non-convex function to a convex function. It is especially important in economics and mathematical optimization. [1]
Proper convex function. In mathematical analysis, in particular the subfields of convex analysis and optimization, a proper convex function is an extended real -valued convex function with a non-empty domain, that never takes on the value and also is not identically equal to. In convex analysis and variational analysis, a point (in the domain ...