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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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This is just a quick and condensed note on the basic definitions and characterizations of concave, convex, quasiconcave and (to some extent) quasiconvex functions, with some examples. Contents. Concave and convex functions 1. 1.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.
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 ...
Concavity of a function is a sufficient condition for this property, but not a necessary one. We define a family of functions by the convexity of their upper-level sets. Such functions are called quasi-concave functions. They are general-ized concave functions, since it is easy to show that every concave function is quasiconcave, but not ...
A function f can be convex in some interval and concave in some other interval. For two times continuously differentiable functions(i.e., when f 00(x) is continuous)we can use the following procedure: 1. Compute second derivative f 00(x). 2. Determine all roots of f 00(x). 3. We thus obtain intervals where f 00(x) does not change sign. 4.
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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Various generalizations of concavity (studied in Chapter 3) preserve properties (i) and (ii), respectively. In Chapter 2, we also study two classes of functions that are more restrictive than the class of concave functions: strictly concave and strongly concave functions.
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