A Function of Class with Positive Semidefinite Hessian is Convex
theoremAnalysisLinear AlgebraMultivariable Calculusthm:hessian-psd-implies-convex-2026aLet be a natural number and let be the real numbers. Let be an open and convex subset of Euclidean space , a real vector space by Euclidean Space is a Real Vector Space, and let be of class on .
Let denote the real matrix all of whose entries are ; it is symmetric, and the Hessian matrix is symmetric by claim 2 of Equality of Mixed Second Partial Derivatives and Symmetry of the Hessian, so both lie in the set of symmetric real matrices and the positive semidefinite ordering applies to them.
If
then is convex on .
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