Concave Function

Definition (Concave function)

The function f:K→Rf:K\to\mathbb{R} is concave (respectively strictly concave) on KK (where K⊂RnK\subset\mathbb{R}^n convex subset) if −f-f is convex (respectively strictly convex): ff concave if ∀x⃗1,x⃗2∈K, λ∈[0,1]\forall\vec x_1,\vec x_2\in K, \ \lambda\in[0,1] f(λx⃗1+(1−λ)x⃗2)≥λf(x⃗1)+(1−λ)f(x⃗2)f(\lambda\vec x_1+(1-\lambda)\vec x_2)\ge\lambda f(\vec x_1)+(1-\lambda)f(\vec x_2) Pasted image 20231101125311.png

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