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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.
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]
Characteristic function (convex analysis) Closed convex function; Complex convexity; Concave function; Concavification; Convex cap; Convex compactification; Convex cone; Convex conjugate; Convex function; Convex hull; Convex optimization; Convex set; Copositive matrix
Convex and Concave - a print by Escher in which many of the structure's features can be seen as both convex shapes and concave impressions. Convex body - a compact convex set in a Euclidean space whose interior is non-empty. Convex conjugate - a dual of a real functional in a vector space. Can be interpreted as an encoding of the convex hull of ...
Convex analysis includes not only the study of convex subsets of Euclidean spaces but also the study of convex functions on abstract spaces. Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets , often with applications in convex minimization , a subdomain of optimization theory .
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.
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]
A concave function is also synonymously called concave downwards, concave down, convex upwards, convex cap or upper convex. constant of integration The indefinite integral of a given function (i.e., the set of all antiderivatives of the function) on a connected domain is only defined up to an additive constant, the constant of integration .