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A function (in black) is convex if and only if the region above its graph (in green) is a convex set. A graph of the bivariate convex function x 2 + xy + y 2. Convex vs. Not convex
A convex optimization problem is defined by two ingredients: [5] [6] The objective function, which is a real-valued convex function of n variables, :;; The feasible set, which is a convex subset.
Jensen's inequality generalizes the statement that a secant line of a convex function lies above its graph. Visualizing convexity and Jensen's inequality. In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function.
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 .
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 +.
This is not convex, and in general much more difficult than regular linear programming. Quadratic programming allows the objective function to have quadratic terms, while the feasible set must be specified with linear equalities and inequalities. For specific forms of the quadratic term, this is a type of convex programming.
A convex curve (black) forms a connected subset of the boundary of a convex set (blue), and has a supporting line (red) through each of its points. A parabola, a convex curve that is the graph of the convex function () = In geometry, a convex curve is a plane curve that has a supporting line through each of its points.
In mathematics, the modulus of convexity and the characteristic of convexity are measures of "how convex" the unit ball in a Banach space is. In some sense, the modulus of convexity has the same relationship to the ε-δ definition of uniform convexity as the modulus of continuity does to the ε-δ definition of continuity.
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