Show that the log function logx is a concave function.

Arendrogfkl

Arendrogfkl

Answered question

2022-11-05

Show that the log function logx is a concave function.

Answer & Explanation

Raven Hawkins

Raven Hawkins

Beginner2022-11-06Added 19 answers

Make use of the definition of a concave function f ( x )
For any α [ 0 , 1 ] ,
f ( ( 1 α ) x + α y ) ( 1 α ) f ( x ) + α f ( y )
Here f ( x ) = log x. Therefore,
log ( ( 1 α ) x + α y ) ( 1 α ) log x + α log y ( 1 α ) x + α y x 1 α y α
which is true by weighted AM-GM inequality. (Note that x , y are positive since they are in the domain of f ( x ) = log x.)
Brooke Richard

Brooke Richard

Beginner2022-11-07Added 2 answers

( log x ) = 1 x 2 0

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