Convex function

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See convex for other uses of the word (eg a convex set)
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Definition

Let SP(Rn) be an arbitrary subset of Euclidean n-space, Rn, and let f:SR be a function. We say f is a convex function if both of the following holdTemplate:RAFCIRAPM:

  1. S is a convex set itself, i.e. the line connecting any two points in S is also entirely contained in S
    • In symbols: x,ySt[0,1]R[x+t(yx)S], and
  2. The image of a point t-far along the line [x,y] is the point t-far along the line f(x) to f(y)
    • In symbols: t[0,1]R[f(x+t(yx))f(x)+t(f(y)f(x))]
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