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Convex Functions - USM

Jim LambersMAT 419/519 Summer Session 2011-12 Lecture 6 NotesThese notes correspond to Section in the FunctionsWe are now prepared describe the usefulness of the Convex sets introduced in the previous certain Functions defined on Convex sets, it can be very easy to determine whether they have aglobal minimizer, and if so, to compute it. A class of Functions that has this property is introducedthrough the following Rnbe a Convex set, and letf:C R. Thenf(x) isconvexonCiff( x+ (1 )y) f(x) + (1 )f(y)for allx,y Cand [0,1].

function de ned on the range of f(x, then the composition g(f(x)) is strictly convex on C. Example Let f(x;y;z) = ex2+y2+z2. This function is strictly convex on R3, as it is a composition of a strictly increasing convex function g(y) = ey with a function h(x;y;z) = x2 +y2 +z2 that has

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