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Multivariable Assignment

Let f be a function of n variables defined over a convex set S in Rn. Then the following statements are true: 1. f is a convex function if and only if for any x1, x2 in S and 0 ≤ λ ≤ 1, we have: f(λx1 + (1-λ)x2) ≤ λf(x1) + (1-λ)f(x2) 2. f is a concave function if and only if for any x1, x2 in S and 0 ≤ λ ≤ 1, we have: f(λx1 + (1-λ)x2) ≥ λf(x1

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0% found this document useful (0 votes)
23 views16 pages

Multivariable Assignment

Let f be a function of n variables defined over a convex set S in Rn. Then the following statements are true: 1. f is a convex function if and only if for any x1, x2 in S and 0 ≤ λ ≤ 1, we have: f(λx1 + (1-λ)x2) ≤ λf(x1) + (1-λ)f(x2) 2. f is a concave function if and only if for any x1, x2 in S and 0 ≤ λ ≤ 1, we have: f(λx1 + (1-λ)x2) ≥ λf(x1

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© © All Rights Reserved
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Variable

extra Question.

& 9(x,y):E(f(ey), where f and I are.

continuous differentiable # 0.
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= 0

9; (90,40) 0
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by f(x,y) x=(y= 44).


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int

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3
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me
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--

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set

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hence gran conces.


CASE2:When 0 a* D
- -

f(2 a x2 = (9,0)
=

When a 1
3:
=

(11
↑ 1 => xt(1,1)

CASE4 a > 1.

↑(94): a =). (27(a 1,0).


+
⑳ Letf be afunction ofa variables defined over
convex sets
a in RR. Then
siconcave itand
only if, for all ! Es and all be (0,1, one has.

-f().
-
=
f(x)
f(x). = -

S Assuming -
f is Quan' concens

to purse: f(l-
= f(x) 99

f is quasi concern, qmplies upper level set

(Pa) is a convex set.

suppose - and let ⑰


9C
-

>
>
=>
i

D.
Pa=[MES:F(97 -
Where MER

a
since If is 1 gudi concent means

/ta
Da is a convex set

xtPa f(x)
=
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= a.
=

Goeba f(90) a f(4-4140fl


o
Given:fex: (is) A (C-spot?fo.
-

totune: fis quasi concerne

pa=EMES: FIM12a.
Ne
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f(x) =
N
-
f(10) - ((x)2.

Aspar
I isgon' concerne
au Show
by Example thatsum of quani concave.
-
functions is not
generally quasi concave.

# let n(x f(x


= + 943).
letfe)=193 is auiconame-

= is auti s

Strict

h'94 392
=

0
=

x(3x 2) -
0
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x 0,43
=

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