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Quasiconvex function information


A quasiconvex function that is not convex
A function that is not quasiconvex: the set of points in the domain of the function for which the function values are below the dashed red line is the union of the two red intervals, which is not a convex set.
The probability density function of the normal distribution is quasiconcave but not concave.
The bivariate normal joint density is quasiconcave.

In mathematics, a quasiconvex function is a real-valued function defined on an interval or on a convex subset of a real vector space such that the inverse image of any set of the form is a convex set. For a function of a single variable, along any stretch of the curve the highest point is one of the endpoints. The negative of a quasiconvex function is said to be quasiconcave.

Quasiconvexity is a more general property than convexity in that all convex functions are also quasiconvex, but not all quasiconvex functions are convex. Univariate unimodal functions are quasiconvex or quasiconcave, however this is not necessarily the case for functions with multiple arguments. For example, the 2-dimensional Rosenbrock function is unimodal but not quasiconvex and functions with star-convex sublevel sets can be unimodal without being quasiconvex.

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Quasiconvex function

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In mathematics, a quasiconvex function is a real-valued function defined on an interval or on a convex subset of a real vector space such that the inverse...

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Convex function

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Pseudoconvex function

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also true for a convex function, but it is not true for a quasiconvex function. Consider for example the quasiconvex function: f ( x ) = e x x 2 + 1 +...

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Invex function

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E-invex functions were introduced by Abdulaleem as a generalization of differentiable convex functions. Convex function Pseudoconvex function Quasiconvex function...

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Unimodality

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nonsingular Jacobian matrix. Quasiconvex functions and quasiconcave functions extend the concept of unimodality to functions whose arguments belong to higher-dimensional...

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Quasilinear utility

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argument.[citation needed] Quasiconvex function Linear utility function - a special type of a quasilinear utility function. Varian, Hal (1992). Microeconomic...

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Level set

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lower-semicontinuity of the function implies that a function attains its minimum. The convexity of all the sublevel sets characterizes quasiconvex functions. Epigraph Level-set...

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Lower envelope

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envelopes of subsets of the functions. For convex functions or quasiconvex functions, the upper envelope is again convex or quasiconvex. The lower envelope is...

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Convex optimization

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optimization include the optimization of biconvex, pseudo-convex, and quasiconvex functions. Extensions of the theory of convex analysis and iterative methods...

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List of numerical analysis topics

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function f such that ∇f · (y − x) ≥ 0 implies f(y) ≥ f(x) Quasiconvex functionfunction f such that f(tx + (1 − t)y) ≤ max(f(x), f(y)) for t ∈ [0,1]...

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Bruno de Finetti

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Infinitely divisible probability distributions Predictive inference Quasiconvex function "La prévision: ses lois logiques, ses sources subjectives", Annales...

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Quasilinear

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refer to: Quasilinear function, a function that is both quasiconvex and quasiconcave Quasilinear utility, an economic utility function linear in one argument...

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Paolo Marcellini

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Analysis, Functions of Several Real Variables and Applications, Springer, January 2023, ISBN 978-3-031-04150-1. Approximation of quasiconvex functions, and...

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Tjalling Koopmans

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Tjalling C.; Debreu, Gérard (December 1982). "Additively decomposed quasiconvex functions" (PDF). Mathematical Programming. 24 (1). Springer: 1–38. doi:10...

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Mathematical optimization

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Ellipsoid method: An iterative method for small problems with quasiconvex objective functions and of great theoretical interest, particularly in establishing...

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Direct method in the calculus of variations

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{\displaystyle x\in \Omega } , the function A ↦ F ( x , y , A ) {\displaystyle A\mapsto F(x,y,A)} is quasiconvex: there exists a cube D ⊆ R n {\displaystyle...

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Structural similarity index measure

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is a distance function. The square of such a function is not convex, but is locally convex and quasiconvex, making SSIM a feasible target for optimization...

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Stochastic gradient descent

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Krzysztof C. (2001). "Convergence and efficiency of subgradient methods for quasiconvex minimization". Mathematical Programming, Series A. 90 (1). Berlin, Heidelberg:...

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Hyperbolic metric space

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{\displaystyle Y} of a geodesic metric space X {\displaystyle X} is said to be quasiconvex if there is a constant C {\displaystyle C} such that any geodesic in...

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List of Latin verbs with English derivatives

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invective, inveigh, nonconvective, pretervection, provection, quasiconvex, quasiconvexity, transvection, vection, vector, vectorial, vecture, vehicle,...

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