Convex function
From Maths
- See convex for other uses of the word (eg a convex set)
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[hide]Definition
Let S∈P(Rn) be an arbitrary subset of Euclidean n-space, Rn, and let f:S→R be a function. We say f is a convex function if both of the following holdTemplate:RAFCIRAPM:
- 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,y∈S∀t∈[0,1]⊂R[x+t(y−x)∈S], and
- 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(y−x))≤f(x)+t(f(y)−f(x))]
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Equivalent statements
- "a function is convex if and only if its domain is convex and its epigraph are convex sets"Template:RAFCIRAPM