TheoremBase

Convex Real-Valued Function on a Convex Subset of Rn\mathbb{R}^n

Statement

Let n≥1n\ge1 be a natural number, let R\mathbb{R} be the real numbers, let C⊆RnC\subseteq\mathbb{R}^n be convex, and let f:C→Rf:C\to\mathbb{R}.

We say that ff is convex on CC if for all x,y∈Cx,y\in C and every t∈Rt\in\mathbb{R} with 0≤t0\le t and t≤1t\le 1,

f(t x+(1−t) y)≤t f(x)+(1−t) f(y),f\bigl(t\,x+(1-t)\,y\bigr)\le t\,f(x)+(1-t)\,f(y),

the point t x+(1−t) yt\,x+(1-t)\,y lying in CC because CC is convex.

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