Scribd Logo
Upload

Welcome to Scribd!

  • 944 views

    Concave Function

    Uploaded by

    Akon Akki
    The document defines a concave function as the negative of a convex function and provides properties such as a concave function having a decreasing slope and the sum of two concave functions being concave. Examples of concave functions include logarithmic and sine functions over certain domains.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Concave Function

    Uploaded by

    Akon Akki
    944 views3 pages
    The document defines a concave function as the negative of a convex function and provides properties such as a concave function having a decreasing slope and the sum of two concave functions being concave. Examples of concave functions include logarithmic and sine functions over certain domains.

    Original Description:

    its a probability function

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document defines a concave function as the negative of a convex function and provides properties such as a concave function having a decreasing slope and the sum of two concave functions being concave. Examples of concave functions include logarithmic and sine functions over certain domains.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    944 views3 pages

    Concave Function

    Uploaded by

    Akon Akki
    The document defines a concave function as the negative of a convex function and provides properties such as a concave function having a decreasing slope and the sum of two concave functions being concave. Examples of concave functions include logarithmic and sine functions over certain domains.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    4/1/2016

    ConcavefunctionWikipedia,thefreeencyclopedia

    Concavefunction
    FromWikipedia,thefreeencyclopedia

    Inmathematics,aconcavefunctionisthenegativeofaconvexfunction.Aconcavefunctionisalsosynonymouslycalled
    concavedownwards,concavedown,convexupwards,convexcaporupperconvex.

    Contents
    1
    2
    3
    4
    5

    Definition
    Properties
    Examples
    Seealso
    References

    Definition
    Arealvaluedfunctionfonaninterval(or,moregenerally,aconvexsetinvectorspace)issaidtobeconcaveif,foranyx
    andyintheintervalandforanytin[0,1],

    Afunctioniscalledstrictlyconcaveif

    foranytin(0,1)andxy.
    Forafunctionf:RR,thisdefinitionmerelystatesthatforeveryzbetweenxandy,thepoint(z,f(z))onthegraphoff
    isabovethestraightlinejoiningthepoints(x,f(x))and(y,f(y)).

    Afunctionfisquasiconcaveiftheuppercontoursetsofthefunction

    areconvexsets.[1]:496

    Properties
    Afunctionfisconcaveoveraconvexsetifandonlyifthefunctionfisaconvexfunctionovertheset.
    Adifferentiablefunctionfisconcaveonanintervalifitsderivativefunctionfismonotonicallydecreasingonthatinterval:
    aconcavefunctionhasadecreasingslope.("Decreasing"heremeansnonincreasing,ratherthanstrictlydecreasing,and
    thusallowszeroslopes.)
    https://en.wikipedia.org/wiki/Concave_function

    1/3

    4/1/2016

    ConcavefunctionWikipedia,thefreeencyclopedia

    Pointswhereconcavitychanges(betweenconcaveandconvex)areinflectionpoints.
    Thesumoftwoconcavefunctionsisitselfconcaveandsoisthepointwiseminimumoftwoconcavefunctions,i.e.theset
    ofconcavefunctionsonagivendomainformasemifield.
    Nearalocalmaximumintheinteriorofthedomainofafunction,thefunctionmustbeconcaveasapartialconverse,ifthe
    derivativeofastrictlyconcavefunctioniszeroatsomepoint,thenthatpointisalocalmaximum.
    Iffistwicedifferentiable,thenfisconcaveifandonlyiffisnonpositive(or,iftheaccelerationisnonpositive).Ifits
    secondderivativeisnegativethenitisstrictlyconcave,buttheoppositeisnottrue,asshownbyf(x)=x4.
    Iffisconcaveanddifferentiable,thenitisboundedabovebyitsfirstorderTaylorapproximation:[1]:489

    AcontinuousfunctiononCisconcaveifandonlyifforanyxandyinC

    Ifafunctionfisconcave,andf(0)0,thenfissubadditive.Proof:
    sincefisconcave,lety=0,

    Examples
    Thefunctions

    and
    and

    Thelogarithmfunction

    areconcaveontheirdomains,astheirsecondderivatives
    arealwaysnegative.
    isconcaveonitsdomain

    ,asitsderivative isastrictlydecreasing

    function.
    Anyaffinefunction
    isboth(nonstrictly)concaveandconvex.
    Thesinefunctionisconcaveontheinterval
    .
    Thefunction
    ,where isthedeterminantofanonnegativedefinitematrixB,isconcave.[2]
    Practicalexample:raysbendingincomputationofradiowaveattenuationintheatmosphere.

    Seealso
    Concavepolygon
    Convexfunction
    Jensen'sinequality
    Logarithmicallyconcavefunction
    Quasiconcavefunction

    References
    1.Varian,Hal(1992).MicroeconomicAnalysis(Thirded.).NewYork:Norton.ISBN0393957357.
    2.ThomasM.CoverandJ.A.Thomas(1988)."Determinantinequalitiesviainformationtheory".SIAMJournalonMatrixAnalysis
    andApplications9(3):384392.doi:10.1137/0609033.

    Crouzeix,J.P.(2008)."Quasiconcavity".InDurlauf,StevenN.Blume,LawrenceE.TheNewPalgraveDictionary
    ofEconomics(Seconded.).PalgraveMacmillan.doi:10.1057/9780230226203.1375.
    Rao,SingiresuS.(2009).EngineeringOptimization:TheoryandPractice.JohnWileyandSons.p.779.ISBN0470
    183527.

    https://en.wikipedia.org/wiki/Concave_function

    2/3

    4/1/2016

    ConcavefunctionWikipedia,thefreeencyclopedia

    Retrievedfrom"https://en.wikipedia.org/w/index.php?title=Concave_function&oldid=708295058"
    Categories: Typesoffunctions Convexanalysis
    Thispagewaslastmodifiedon4March2016,at19:38.
    TextisavailableundertheCreativeCommonsAttributionShareAlikeLicenseadditionaltermsmayapply.Byusing
    thissite,youagreetotheTermsofUseandPrivacyPolicy.WikipediaisaregisteredtrademarkoftheWikimedia
    Foundation,Inc.,anonprofitorganization.

    https://en.wikipedia.org/wiki/Concave_function

    3/3

    You might also like