# Convex function

In mathematics, convex function is a real-valued function f defined on an interval (or on any convex subset C of some vector space), if for any two points x and y in its domain C and any t in [0,1], we have

[itex]f(tx+(1-t)y)\leq t f(x)+(1-t)f(y).[itex]

I.e., a function is convex if and only if its epigraph (the set of points lying on or above the graph) is a convex set. A function is also said to be strictly convex if

[itex]f(tx+(1-t)y) < t f(x)+(1-t)f(y).\,\![itex]

for any t in (0,1).

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## Logarithmically convex function

A function [itex]f[itex] such that [itex]f(x) > 0[itex] for all [itex]x[itex] is said to be logarithmically convex function if [itex]\log f(x)[itex] is a convex function of [itex]x[itex].

It is easy to see that a logarithmically convex function is a convex function, but the converse is not true. For example [itex]f(x) = x^2[itex] is a convex function, but [itex]\log f(x) = \log x^2 = 2 \log x[itex] is not a convex function and thus [itex]f(x) = x^2[itex] is not logarithmically convex. On the other hand [itex]e^{x^2}[itex] is logarithmically convex since [itex]\log e^{x^2} = x^2[itex] is convex. A less trivial example of a logarithmically convex function is the gamma function, if restricted to the positive reals. (See also Bohr-Mollerup theorem.)

The definition is easily extended to functions [itex]f\colon \R \to \R[itex] where still we have [itex]f > 0[itex], in the obvious way. Such a function is logarithmically convex if it is logarithmically convex on all intervals [itex][a,b][itex].

## Properties of convex functions

A convex function f defined on some convex open interval C is continuous on the whole C and differentiable at all but at most countably many points. If C is closed, then f may fail to be continuous at the border.

A continuous function on C is convex if and only if

[itex]f\left( \frac{x+y}2 \right) \le \frac{f(x)+f(y)}2 .[itex]

for any x and y in C.

A differentiable function of one variable is convex on an interval if and only if its derivative is monotonically non-decreasing on that interval.

A continuously differentiable function of one variable is convex on an interval if and only if the function lies above all of its tangents: f(y) ≥ f(x) + f'(x) (yx) for all x and y in the interval.

A twice differentiable function of one variable is convex on an interval if and only if its second derivative is non-negative there; this gives a practical test for convexity. If its second derivative is positive then it is strictly convex, but the opposite is not true, as shown by f(x) = x4.

More generally, a continuous, twice differentiable function of multiple variables is convex on a convex set if and only if its Hessian matrix is positive semidefinite on the interior of the convex set.

If two functions f and g are convex, then so is any weighted combination a f + b g with non-negative coefficients a and b.

Any local minimum of a convex function is also a global minimum. A strictly convex function will have at most one global minimum.

For a convex function f, the level sets {x | f(x) < a} and {x | f(x) ≤ a} with aR are convex sets.

Convex functions respect Jensen's inequality.

## Examples of convex functions

• The second derivative of x2 is 2; it follows that x2 is a convex function of x.
• The absolute value function |x| is convex, even though it does not have a derivative at x = 0.
• The function f(x) = x is convex but not strictly convex.
• The function x3 has second derivative 6x; thus it is convex for x ≥ 0 and concave for x ≤ 0.

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