Convex Function

• Definition: A function is to be a
• convex function if for every and

• strictly convex function if for every and

• concave function if for every and

• strictly concave function if for every and

• In a convex function the curve
between and lies below the line
segment joining and .

• In a concave function between and

the curve lies above the line
segment joining and .
• Examples of convex functions:
• Sphere function is a strictly convex function
• Exponential function: is a strictly convex function
• Negative entropy function: is a convex function
• is a non-differentiable convex function
• Affine function is both convex and concave function.
• Properties:
• If is a convex function then
• If , are convex then is convex .
• If , are convex then , is convex .
• Properties (contd):
• If are convex then , } is not necessarily convex .
For example and are convex but , } is not
convex.
• If is a convex function then for any the set is a convex set.
• A convex function is continuous in the interior of its domain.
• If is a differentiable convex function and then for any
• Definition: An matrix is said to be a
• positive definite if for all
• positive semi definite if for all
• negative definite if for all
• negative semi definite if for all
• indefinite if it is neither positive semi definite nor negative semi
definite.
• Eigen values of a
• positive definite matrix are
• positive semi definite matrix are
• negative definite matrix are
• negative semi definite matrix are
• Definition: Suppose be an matrix. A minor of of order is principal if it
is obtained by deleting rows and the columns with the same numbers.
The leading principal minor of of order is the minor of order
obtained by deleting the last rows and columns.
• If is a positive (semi) definite matrix then leading principal minors of
of order are .
• If is a negative (semi) definite matrix then leading principal minors of
of order is if is odd and if is even for .
• Suppose is a twice differentiable convex function and Hessian of at is defined as

• is convex if and only if is positive semi definite for every

• If is positive definite then is strictly convex at
• Let +3
Then

and

Leading principle minor of are , for any .

Hence is strictly convex for any
• Definition: A function is said to be a strongly convex function with
modulus if for all and ,

• A strongly convex function with modulus is sometimes referred as -

strongly function.
• A -strongly function has the following properties:
1. is a strictly convex function.
2. If is twice differentiable, then for all