Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Convex function

  • Saul I. Gass
  • Carl M. Harris
Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_166

A function that is never above its linear interpolation. Mathematically, a function f (x) is a convex over a convex set S, if or any two points x1 and x2 in S and for any 0 ≤ α ≤ 1, fx1 + (1 − α)x2] ≤ αf (x1) + (1 − α) αf (x2).

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Saul I. Gass
    • 1
  • Carl M. Harris
    • 2
  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA