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Convex functions play an important role in many areas of mathematics. They are especially important in the study of optimization problems where they are distinguished by a number of convenient properties. For instance, a strictly convex function on an open set has no more than one minimum.
Convex analysis - the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex minimization. Convex combination - a linear combination of points where all coefficients are non-negative and sum to 1. All convex combinations are within the convex hull of the given points.
If : is a continuous function and is open, then is closed if and only if it converges to along every sequence converging to a boundary point of . [ 2 ] A closed proper convex function f is the pointwise supremum of the collection of all affine functions h such that h ≤ f (called the affine minorants of f ).
Convex analysis includes not only the study of convex subsets of Euclidean spaces but also the study of convex functions on abstract spaces. Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets , often with applications in convex minimization , a subdomain of optimization theory .
A function is convex if and only if its epigraph, the region (in green) above its graph (in blue), is a convex set.. Let S be a vector space or an affine space over the real numbers, or, more generally, over some ordered field (this includes Euclidean spaces, which are affine spaces).
In mathematics, the modulus of convexity and the characteristic of convexity are measures of "how convex" the unit ball in a Banach space is. In some sense, the modulus of convexity has the same relationship to the ε-δ definition of uniform convexity as the modulus of continuity does to the ε-δ definition of continuity.
Characteristic function (convex analysis) Closed convex function; Complex convexity; Concave function; Concavification; Convex cap; Convex compactification; Convex cone; Convex conjugate; Convex function; Convex hull; Convex optimization; Convex set; Copositive matrix
For every proper convex function : [,], there exist some and such that ()for every .. The sum of two proper convex functions is convex, but not necessarily proper. [4] For instance if the sets and are non-empty convex sets in the vector space, then the characteristic functions and are proper convex functions, but if = then + is identically equal to +.