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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 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.
A function is convex if and only if its epigraph, the region (in green) above its graph (in blue), is a convex set.. Let S be a vector space or an affine space over the real numbers, or, more generally, over some ordered field (this includes Euclidean spaces, which are affine spaces).
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 +.
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.
Epigraph of a function A function (in black) is convex if and only if the region above its graph (in green) is a convex set.This region is the function's epigraph. In mathematics, the epigraph or supergraph [1] of a function: [,] valued in the extended real numbers [,] = {} is the set = {(,) : ()} consisting of all points in the Cartesian product lying on or above the function's graph. [2]
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.
If : is a continuous function and is open, then is closed if and only if it converges to along every sequence converging to a boundary point of . [ 2 ] A closed proper convex function f is the pointwise supremum of the collection of all affine functions h such that h ≤ f (called the affine minorants of f ).