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Convex Function

Last updated Nov 1, 2022

# Definition

Let VV be a Vector Space

Vector Space

Definition Suppose VV is a , FF is a , and +:V×VV+: V \times V \to V and $: F...

11/7/2022

over R\mathbb{R}, let SVS \subset V be a Convex Set

Convex Set

Definition Let VV be a over R\mathbb{R} and SVS \subset V. SS is a if for all $\lambda \in...

11/7/2022

, and suppose f:SRf: S \to \mathbb{R}. Then ff is a Strictly Convex Function

Strictly Convex Function

Definition Let VV be a over R\mathbb{R}, let SVS \subset V be a , and suppose f:SRf: S \to \mathbb{R}....

11/7/2022

if for all λ[0,1]\lambda \in [0, 1] and all x,ySx,y \in S f(λx+(1λ)y)λf(x)+(1λ)f(y)f(\lambda x + (1-\lambda) y) \leq \lambda f(x) + (1- \lambda) f(y)

# Remarks

  1. This means that the value of ff is below any line segment connecting wrapping points.

# Other Outlinks