What are some characterizations of concave functions of real functions of a single real variable?

Demarion Ortega

Demarion Ortega

Answered question

2022-11-15

What are some characterizations of concave functions of real functions of a single real variable?

Answer & Explanation

Zackary Hatfield

Zackary Hatfield

Beginner2022-11-16Added 14 answers

One very important characterization is the dual characterization of concave (and convex) functions: every concave function f is the minimum of all linear functions φ such that φ f.
perlejatyh8

perlejatyh8

Beginner2022-11-17Added 4 answers

A function f : D R , where D is an interval, is concave if
f ( a x 1 + ( 1 a ) x 2 ) a f ( x 1 ) + ( 1 a ) f ( x 2 )
for all x 1 , x 2 D and all a ( 0 , 1 ).
A simple characterisation is that the hypograph
H ( f ) = { ( x , y ) : y f ( x ) }
is a convex set.
If f is differentiable, f is concave if and only if
f ( x ) f ( x 0 ) + ( x x 0 ) f ( x 0 )
for all x , x 0 D.
If f is twice differentiable, f is concave if and only if
f ( x ) 0
for all x D.

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