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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.
An important special case of concavification is where the original function is a quasiconcave function. It is known that: Every concave function is quasiconcave, but the opposite is not true. Every monotone transformation of a quasiconcave function is also quasiconcave.
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.
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.
A fractional program in which f is nonnegative and concave, g is positive and convex, and S is a convex set is called a concave fractional program.If g is affine, f does not have to be restricted in sign.
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]
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This follows from the fact that the convolution of two log-concave functions is log-concave. The product of two log-concave functions is log-concave. This means that joint densities formed by multiplying two probability densities (e.g. the normal-gamma distribution, which always has a shape parameter ≥ 1) will be log-concave.