Concave and convex functions pdf merge

Because results on concave functions can easily translated for convex functions we will only consider concave functions in the sequel. In fact, a ne functions are the only functions that are both convex and concave. It covers a large variety of subjects, from one real variable. If you have trouble remembering whether a surface is convex or concave, there is an easy way to find out. The concave convex procedure cccp is a way to construct discretetime iterative dynamical systems that are guaranteed to decrease global optimization and energy functions monotonically.

Is f concave first note that the domain of f is a convex set, so the definition of concavity can apply the functions g and f are illustrated in the following figures. A method for globally minimizing convex functions over convex sets, mathematical programming, 1981, vol. A bunch of references on christophe meyers web site. A concave surface is like the interior of a circle. It will give a virtual upright image if the object is within the focal length. Concave function the function f is concave on if for any and any definition 2. R is convex, if and only if the socalled epigraph of f, which is the subset of rn r consisting of all points x. Duality such as minmax relation and separation theorem holds good. A concave lens is thinner in the middle and thicker at the edges. A finite algorithm for concave minimization over a polyhedron, naval research logistics, 1985, vol. Concave functions of one variable consider a function fx with a graph as depicted below.

On the other hand, a convex surface is similar to the exterior of a circle or sphere. One characteristic of the inflection points is that they are the points where the derivative function has maximums and minimums. The \proper characterization of convex functions in terms of convex sets is given by proposition 3. When you plot a function in the cartesian system, if the curve opens towards the positive y axis then it is said to be concave up or convex function while if it opens downwards then the curve is said to be concave down or concave function. The inequalities in the definition of concave and convex functions are weak. For simplicity, assume mathf \colon \mathbb r \to \mathbb rmath, and take mathx,y \in \mathbb r2math and math\lambda \in 0,1math. Concave and convex are used in many lenses, mirrors, etc. In ordinary usage, concave and convex are typically used when referring to glass surfaces, like the lenses of optical viewing equipment.

I have a function which should return whether or not an edge is concave or convex. There is a very close connection between convex sets and convex functions. Convex functions basic properties and examples operations that preserve convexity the conjugate function quasiconvex functions logconcave and logconvex functions convexity with respect to generalized inequalities 31. Our book aims to be a thorough introduction to the contemporary convex functions theory.

The sum of two concave functions is itself concave and so is the pointwise minimum of two concave functions, i. They should try to describe any images they form in terms of magnification, upright or inverted, real or virtual. In mathematics, a concave function is the negative of a convex function. Take a look at a function that is both convex and concave on math\mathbb rmath. The concaveconvex procedure cccp is a way to construct discretetime iterative dynamical systems that are guaranteed to decrease global optimization and energy functions monotonically. It is used to show the important result that for a concave differentiable function f every point x for which f x 0 is a global maximizer, and for a convex differentiable function every such point is a global minimizer. The dotted line is the set of convex combinations of these two points. A convex lens gives a real, inverted image if the object is outside the focal length of the lens. Concave and convex functions 1concaveandconvexfunctions 1. Local optimality or minimality guarantees global optimality. A function f is concave over a convex set if and only if the function. A set s in rn euclidean n dimensional space is convex iff if and only if.

The remainder of the paper is organized as follows. In mathematics, we can have concave shapes and concave functions. Can a function be both convex and concave, or neither. Mar 08, 2016 when you plot a function in the cartesian system, if the curve opens towards the positive y axis then it is said to be concave up or convex function while if it opens downwards then the curve is said to be concave down or concave function. Uniformly convex functions edit a uniformly convex function, 9 10 with modulus. The function is concave on if, for any two points and on the graph, the chord is below the arc see figure 9b. The axes for g are shown in perspective, like those for f, to make. A function f is strictly convex when domf is convex and f. Concave and convex maintain their status as adjectives when used in this context. On the other hand, a convex lens is thicker in the middle and thinner at the edges. Finally, for convex f, fis concave, hence fis continuous, and fis continuous i fis continuous. A concave function that has no linear parts is said to be strictly concave. Notice this does not guarantee that a solution exists.

The pair h, g is called a psddc or psdconvexconcave decomposition of f. Concavity and convexity, inflection points of a function. There is a natural way to embed the set of convex bodies in that of logconcave functions, and there are surprisingly many analogies between the theory of convex bodies and that of logconcave date. In a paper published wednesday in the journal of optics, mr. Convex function a is convex if is convex is concave if is convex is convex affine functions are both convex and concave, and vice versa. A concave function is also synonymously called concave downwards, concave down, convex upwards, convex cap or upper convex.

After providing the definition of a polygon, the video introduces the two major classifications of polygons, concave and convex. In particular, if the domain is a closed interval in r, then concave functions can jump down at end points and convex functions can jump up. This implies that cccp can be applied to almost any optimization problem. Concave function the differentiable function f is concave on x if for any x x x01, and any. Note that the convexity of level sets does not characterize convex functions. If this definition is followed, then yes a constant function, indeed any linear function, would be concave. So are the log convex functions, the multiplicatively convex functions, the subharmonic functions, and the functions which are convex with respect to a subgroup of the linear group. Quasi concave functions have nice properties for maximization. The convex functions are left unchanged and all concave functions are replaced by linearizations around the current solution point x k, i. Concave function the function f is concave on x if, for any x x x01. Equivalently, a function is convex if its epigraph the set of points on or above the graph of the function is a convex set. Like strictly convex functions, strongly convex functions have unique minima on compact sets. Maximizing a convex function minimizing a concave function. In machine learning, cccp is extensively used in many learning algorithms like sparse support vector machines svms, transductive svms, sparse principal component analysis, etc.

S, 0 concave convex procedure cccp is a majorizationminimization algorithm that solves d. A concave surface curves inward, like the mouth of a cave. Pick any two points xy00 and xy11 on the graph of the function. Note that the union of convex sets is not necessarily convex. C f x 2 dom f j f x g sublevel sets of convex functions are convex converse is fa lse epigraph of f.

Lets go over what it means for a shape to be concave and what it means for a function to be concave. In mathematics, the term concave can be applied to shapes and functions. A concave function uy is continuous, di erentiable from the left and from the right. Convex functions and their applications a contemporary.

Notice that when we approach an inflection point the function increases more every time or it decreases less, but once having exceeded the inflection point, the function begins increasing less or decreasing more. In mathematics, a realvalued function defined on an ndimensional 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. If all f i s are convex, then f is if all f i s are concave, then f is example. Difference between concave and convex concave vs convex. S, 0 r is a convex function if domf is a convex set and for all x,y. In this lesson, through definition and example, we will learn what it means to be concave and what these shapes and functions look. We say that f is concave if the line segment joining any two points on the graph of f is never above the graph. Hence, we will study a few aspects of this theory in the present chapter before studying duality theory in the following chapter. Note that each given psd con vex concav e mapping possesses many psdconvex concav e decom. The next result states this observation, and the similar one for convex functions, precisely. Concave and convex functions let f be a function of many variables, defined on a convex set s. Theorem 1 shows that any function, subject to weak conditions, can be expressed as the sum of a convex and concave part this decomposition is not unique. Concave functions of two variables while we will not provide a proof here, the following three definitions are equivalent if the function f is differentiable.

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