TheoremBase

A Function on a Convex Subset of Rn\mathbb{R}^n Is Convex If and Only If Its Epigraph Is Convex

A real-valued function on a convex subset of RnR^n is convex exactly when its epigraph is a convex subset of Rn+1R^{n+1}.

Statement

In the setting of Convex Functions on Rn\mathbb{R}^n: Standing Notation, let C⊆RnC\subseteq\mathbb{R}^{n} be convex and let f:C→Rf:C\to\mathbb{R} be a function, with epigraph epi⁡f⊆Rn+1\operatorname{epi}f\subseteq\mathbb{R}^{n+1}.

ff is convex if and only if epi⁡f\operatorname{epi}f is a convex subset of Rn+1\mathbb{R}^{n+1}.

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