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Definition 1. A function f : S ⊂ Rn → R defined on a convex set S is concave if for any two points x1 x2 ∈ , S and for any λ ∈ [0, 1] we have: λx1 (1 − λ) x2 ≥ λf(x1) (1 − λ)f(x2) + +. is called strictly concave if for any two points x1 , x2 ∈ S and for any λ ∈ (0, 1) we have: λx1 (1 − λ) x2 > λf(x1) (1 − λ)f(x2) + +.
It is also possible to characterize concavity or convexity of functions in terms of the convexity of particular sets. Given the graph of a function, the hypograph of f,
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Why do we need concavity and convexity? We will make the following important assumptions, denoted by CC: 1. The set Z is convex; 2. The function g is concave; 3. The function h is convex. Recall the de–nition of the set B : B = f(k;v) : k h(z);v g(z) for some z 2 Zg: Proposition under CC, the set B is convex Proof: suppose that (k 1;v 1) and ...
In this lecture, we shift our focus to the other important player in convex optimization, namely, convex functions. Here are some of the topics that we will touch upon: Convex, concave, strictly convex, and strongly convex functions. First and second order characterizations of convex functions.
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5.6 Concave and convex functions An extended real-valued function f on a convex set C is concave if its hypograph {(x,α) ∈ Rm: f(x) ⩾ α} is a convex set, or equivalently if f (1−λ)x+λy ⩾ (1−λ)f(x)+λf(y), (0 < λ < 1). KC Border src: L05 v. 2020.09.30::14.29
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Sep 9, 2023 · Definition: An object or a function is concave if it curves inward. In simple terms, it’s hollow or bowed in, much like a cave. Everyday Examples: A bowl. A satellite dish. A spoon’s interior. Skateboard ramps. A pie with a slice taken out of it. Convex.
Dec 21, 2020 · If we are trying to understand the shape of the graph of a function, knowing where it is concave up and concave down helps us to get a more accurate picture. Of particular interest are points at which the concavity changes from up to down or down to up; such points are called inflection points.
