Logo
Unionpedia
Communication
Get it on Google Play
New! Download Unionpedia on your Android™ device!
Download
Faster access than browser!
 

Convex function

Index Convex function

In mathematics, a real-valued function defined on an ''n''-dimensional interval is called convex (or convex downward or concave upward) if the line segment between any two points on the graph of the function lies above or on the graph, in a Euclidean space (or more generally a vector space) of at least two dimensions. [1]

66 relations: Absolute value, Affine transformation, Calculus of variations, Claude Lemaréchal, Concave function, Continuous function, Convex conjugate, Convex optimization, Convex set, Countable set, Derivative, Differentiable function, Eigenvalues and eigenvectors, Elliptic operator, Epigraph (mathematics), Euclidean space, Expected value, Exponential function, Extreme value theorem, Geodesic convexity, Graph of a function, Hölder's inequality, Hermite–Hadamard inequality, Hessian matrix, Homogeneous function, Inequality of arithmetic and geometric means, Inflection point, Interval (mathematics), Invex function, Jensen's inequality, Jonathan Borwein, K-convex function, Kachurovskii's theorem, Karamata's inequality, Level set, Line segment, Linear map, Lipschitz continuity, Logarithmically convex function, Mark Krasnosel'skii, Mathematical optimization, Mathematics, Maxima and minima, Measurable function, Monotonic function, Nonnegative matrix, Norm (mathematics), Partial derivative, Positive real numbers, Positive-definite matrix, ..., Probability theory, Pseudoconvex function, Quadratic function, Quasiconvex function, Random variable, Real number, Real-valued function, Second derivative, Spectral radius, Subderivative, Superadditivity, Symmetric function, Tangent, Taylor's theorem, Triangle inequality, Vector space. Expand index (16 more) »

Absolute value

In mathematics, the absolute value or modulus of a real number is the non-negative value of without regard to its sign.

New!!: Convex function and Absolute value · See more »

Affine transformation

In geometry, an affine transformation, affine mapBerger, Marcel (1987), p. 38.

New!!: Convex function and Affine transformation · See more »

Calculus of variations

Calculus of variations is a field of mathematical analysis that uses variations, which are small changes in functions and functionals, to find maxima and minima of functionals: mappings from a set of functions to the real numbers.

New!!: Convex function and Calculus of variations · See more »

Claude Lemaréchal

Claude Lemaréchal is a French applied mathematician, and former senior researcher (directeur de recherche) at INRIA near Grenoble, France.

New!!: Convex function and Claude Lemaréchal · See more »

Concave function

In mathematics, a concave function is the negative of a convex function.

New!!: Convex function and Concave function · See more »

Continuous function

In mathematics, a continuous function is a function for which sufficiently small changes in the input result in arbitrarily small changes in the output.

New!!: Convex function and Continuous function · See more »

Convex conjugate

In mathematics and mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transformation which applies to non-convex functions.

New!!: Convex function and Convex conjugate · See more »

Convex optimization

Convex optimization is a subfield of optimization that studies the problem of minimizing convex functions over convex sets.

New!!: Convex function and Convex optimization · See more »

Convex set

In convex geometry, a convex set is a subset of an affine space that is closed under convex combinations.

New!!: Convex function and Convex set · See more »

Countable set

In mathematics, a countable set is a set with the same cardinality (number of elements) as some subset of the set of natural numbers.

New!!: Convex function and Countable set · See more »

Derivative

The derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value).

New!!: Convex function and Derivative · See more »

Differentiable function

In calculus (a branch of mathematics), a differentiable function of one real variable is a function whose derivative exists at each point in its domain.

New!!: Convex function and Differentiable function · See more »

Eigenvalues and eigenvectors

In linear algebra, an eigenvector or characteristic vector of a linear transformation is a non-zero vector that changes by only a scalar factor when that linear transformation is applied to it.

New!!: Convex function and Eigenvalues and eigenvectors · See more »

Elliptic operator

In the theory of partial differential equations, elliptic operators are differential operators that generalize the Laplace operator.

New!!: Convex function and Elliptic operator · See more »

Epigraph (mathematics)

In mathematics, the epigraph or supergraph of a function f: Rn→R is the set of points lying on or above its graph: The strict epigraph is the epigraph with the graph itself removed: The same definitions are valid for a function that takes values in R ∪ ∞.

New!!: Convex function and Epigraph (mathematics) · See more »

Euclidean space

In geometry, Euclidean space encompasses the two-dimensional Euclidean plane, the three-dimensional space of Euclidean geometry, and certain other spaces.

New!!: Convex function and Euclidean space · See more »

Expected value

In probability theory, the expected value of a random variable, intuitively, is the long-run average value of repetitions of the experiment it represents.

New!!: Convex function and Expected value · See more »

Exponential function

In mathematics, an exponential function is a function of the form in which the argument occurs as an exponent.

New!!: Convex function and Exponential function · See more »

Extreme value theorem

In calculus, the extreme value theorem states that if a real-valued function f is continuous on the closed interval, then f must attain a maximum and a minimum, each at least once.

New!!: Convex function and Extreme value theorem · See more »

Geodesic convexity

In mathematics — specifically, in Riemannian geometry — geodesic convexity is a natural generalization of convexity for sets and functions to Riemannian manifolds.

New!!: Convex function and Geodesic convexity · See more »

Graph of a function

In mathematics, the graph of a function f is, formally, the set of all ordered pairs, and, in practice, the graphical representation of this set.

New!!: Convex function and Graph of a function · See more »

Hölder's inequality

In mathematical analysis, Hölder's inequality, named after Otto Hölder, is a fundamental inequality between integrals and an indispensable tool for the study of ''Lp'' spaces.

New!!: Convex function and Hölder's inequality · See more »

Hermite–Hadamard inequality

In mathematics, the Hermite–Hadamard inequality, named after Charles Hermite and Jacques Hadamard and sometimes also called Hadamard's inequality, states that if a function ƒ: → R is convex, then the following chain of inequalities hold.

New!!: Convex function and Hermite–Hadamard inequality · See more »

Hessian matrix

In mathematics, the Hessian matrix or Hessian is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field.

New!!: Convex function and Hessian matrix · See more »

Homogeneous function

In mathematics, a homogeneous function is one with multiplicative scaling behaviour: if all its arguments are multiplied by a factor, then its value is multiplied by some power of this factor.

New!!: Convex function and Homogeneous function · See more »

Inequality of arithmetic and geometric means

In mathematics, the inequality of arithmetic and geometric means, or more briefly the AM–GM inequality, states that the arithmetic mean of a list of non-negative real numbers is greater than or equal to the geometric mean of the same list; and further, that the two means are equal if and only if every number in the list is the same.

New!!: Convex function and Inequality of arithmetic and geometric means · See more »

Inflection point

In differential calculus, an inflection point, point of inflection, flex, or inflection (British English: inflexion) is a point on a continuously differentiable plane curve at which the curve crosses its tangent, that is, the curve changes from being concave (concave downward) to convex (concave upward), or vice versa.

New!!: Convex function and Inflection point · See more »

Interval (mathematics)

In mathematics, a (real) interval is a set of real numbers with the property that any number that lies between two numbers in the set is also included in the set.

New!!: Convex function and Interval (mathematics) · See more »

Invex function

In vector calculus, an invex function is a differentiable function ƒ from Rn to R for which there exists a vector valued function g such that for all x and u. Invex functions were introduced by Hanson as a generalization of convex functions.

New!!: Convex function and Invex function · See more »

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.

New!!: Convex function and Jensen's inequality · See more »

Jonathan Borwein

Jonathan Michael Borwein (20 May 1951 – 2 August 2016) was a Scottish mathematician who held an appointment as Laureate Professor of mathematics at the University of Newcastle, Australia.

New!!: Convex function and Jonathan Borwein · See more »

K-convex function

K-convex functions, first introduced by Scarf, are a special weakening of the concept of convex function which is crucial in the proof of the optimality of the (s,S) policy in inventory control theory.

New!!: Convex function and K-convex function · See more »

Kachurovskii's theorem

In mathematics, Kachurovskii's theorem is a theorem relating the convexity of a function on a Banach space to the monotonicity of its Fréchet derivative.

New!!: Convex function and Kachurovskii's theorem · See more »

Karamata's inequality

In mathematics, Karamata's inequality, named after Jovan Karamata, also known as the majorization inequality, is a theorem in elementary algebra for convex and concave real-valued functions, defined on an interval of the real line.

New!!: Convex function and Karamata's inequality · See more »

Level set

In mathematics, a level set of a real-valued function ''f'' of ''n'' real variables is a set of the form that is, a set where the function takes on a given constant value c. When the number of variables is two, a level set is generically a curve, called a level curve, contour line, or isoline.

New!!: Convex function and Level set · See more »

Line segment

In geometry, a line segment is a part of a line that is bounded by two distinct end points, and contains every point on the line between its endpoints.

New!!: Convex function and Line segment · See more »

Linear map

In mathematics, a linear map (also called a linear mapping, linear transformation or, in some contexts, linear function) is a mapping between two modules (including vector spaces) that preserves (in the sense defined below) the operations of addition and scalar multiplication.

New!!: Convex function and Linear map · See more »

Lipschitz continuity

In mathematical analysis, Lipschitz continuity, named after Rudolf Lipschitz, is a strong form of uniform continuity for functions.

New!!: Convex function and Lipschitz continuity · See more »

Logarithmically convex function

In mathematics, a function f defined on a convex subset of a real vector space and taking positive values is said to be logarithmically convex or superconvex if \circ f, the composition of the logarithmic function with f, is a convex function.

New!!: Convex function and Logarithmically convex function · See more »

Mark Krasnosel'skii

Mark Alexandrovich Krasnosel'skii (Ма́рк Алекса́ндрович Красносе́льский) (April 27, 1920, Starokostiantyniv – February 13, 1997, Moscow) was a Soviet, Russian and Ukrainian mathematician renowned for his work on nonlinear functional analysis and its applications.

New!!: Convex function and Mark Krasnosel'skii · See more »

Mathematical optimization

In mathematics, computer science and operations research, mathematical optimization or mathematical programming, alternatively spelled optimisation, is the selection of a best element (with regard to some criterion) from some set of available alternatives.

New!!: Convex function and Mathematical optimization · See more »

Mathematics

Mathematics (from Greek μάθημα máthēma, "knowledge, study, learning") is the study of such topics as quantity, structure, space, and change.

New!!: Convex function and Mathematics · See more »

Maxima and minima

In mathematical analysis, the maxima and minima (the respective plurals of maximum and minimum) of a function, known collectively as extrema (the plural of extremum), are the largest and smallest value of the function, either within a given range (the local or relative extrema) or on the entire domain of a function (the global or absolute extrema).

New!!: Convex function and Maxima and minima · See more »

Measurable function

In mathematics and in particular measure theory, a measurable function is a function between two measurable spaces such that the preimage of any measurable set is measurable, analogously to the definition that a function between topological spaces is continuous if the preimage of each open set is open.

New!!: Convex function and Measurable function · See more »

Monotonic function

In mathematics, a monotonic function (or monotone function) is a function between ordered sets that preserves or reverses the given order.

New!!: Convex function and Monotonic function · See more »

Nonnegative matrix

In mathematics, a nonnegative matrix, written is a matrix in which all the elements are equal to or greater than zero, that is, A positive matrix is a matrix in which all the elements are greater than zero.

New!!: Convex function and Nonnegative matrix · See more »

Norm (mathematics)

In linear algebra, functional analysis, and related areas of mathematics, a norm is a function that assigns a strictly positive length or size to each vector in a vector space—save for the zero vector, which is assigned a length of zero.

New!!: Convex function and Norm (mathematics) · See more »

Partial derivative

In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary).

New!!: Convex function and Partial derivative · See more »

Positive real numbers

In mathematics, the set of positive real numbers, \mathbb_.

New!!: Convex function and Positive real numbers · See more »

Positive-definite matrix

In linear algebra, a symmetric real matrix M is said to be positive definite if the scalar z^Mz is strictly positive for every non-zero column vector z of n real numbers.

New!!: Convex function and Positive-definite matrix · See more »

Probability theory

Probability theory is the branch of mathematics concerned with probability.

New!!: Convex function and Probability theory · See more »

Pseudoconvex function

In convex analysis and the calculus of variations, branches of mathematics, a pseudoconvex function is a function that behaves like a convex function with respect to finding its local minima, but need not actually be convex.

New!!: Convex function and Pseudoconvex function · See more »

Quadratic function

In algebra, a quadratic function, a quadratic polynomial, a polynomial of degree 2, or simply a quadratic, is a polynomial function in one or more variables in which the highest-degree term is of the second degree.

New!!: Convex function and Quadratic function · See more »

Quasiconvex function

In mathematics, a quasiconvex function is a real-valued function defined on an interval or on a convex subset of a real vector space such that the inverse image of any set of the form (-\infty,a) is a convex set.

New!!: Convex function and Quasiconvex function · See more »

Random variable

In probability and statistics, a random variable, random quantity, aleatory variable, or stochastic variable is a variable whose possible values are outcomes of a random phenomenon.

New!!: Convex function and Random variable · See more »

Real number

In mathematics, a real number is a value of a continuous quantity that can represent a distance along a line.

New!!: Convex function and Real number · See more »

Real-valued function

In mathematics, a real-valued function is a function whose values are real numbers.

New!!: Convex function and Real-valued function · See more »

Second derivative

In calculus, the second derivative, or the second order derivative, of a function is the derivative of the derivative of.

New!!: Convex function and Second derivative · See more »

Spectral radius

In mathematics, the spectral radius of a square matrix or a bounded linear operator is the largest absolute value of its eigenvalues (i.e. supremum among the absolute values of the elements in its spectrum).

New!!: Convex function and Spectral radius · See more »

Subderivative

In mathematics, the subderivative, subgradient, and subdifferential generalize the derivative to functions which are not differentiable.

New!!: Convex function and Subderivative · See more »

Superadditivity

In mathematics, a sequence, n ≥ 1, is called superadditive if it satisfies the inequality for all m and n. The major reason for the use of superadditive sequences is the following lemma due to Michael Fekete.

New!!: Convex function and Superadditivity · See more »

Symmetric function

In mathematics, a symmetric function of n variables is one whose value given n arguments is the same no matter the order of the arguments.

New!!: Convex function and Symmetric function · See more »

Tangent

In geometry, the tangent line (or simply tangent) to a plane curve at a given point is the straight line that "just touches" the curve at that point.

New!!: Convex function and Tangent · See more »

Taylor's theorem

In calculus, Taylor's theorem gives an approximation of a k-times differentiable function around a given point by a k-th order Taylor polynomial.

New!!: Convex function and Taylor's theorem · See more »

Triangle inequality

In mathematics, the triangle inequality states that for any triangle, the sum of the lengths of any two sides must be greater than or equal to the length of the remaining side.

New!!: Convex function and Triangle inequality · See more »

Vector space

A vector space (also called a linear space) is a collection of objects called vectors, which may be added together and multiplied ("scaled") by numbers, called scalars.

New!!: Convex function and Vector space · See more »

Redirects here:

Concave up, Concave upward, Concave upwards, Concave-up, Convex (function), Convex Function, Convex function (of a complex variable), Convex function (of a real variable), Convex functional, Convex functions, Strict convexity, Strictly convex, Strictly convex function, Strong convexity.

References

[1] https://en.wikipedia.org/wiki/Convex_function

OutgoingIncoming
Hey! We are on Facebook now! »