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convexities

Convexities encompass a family of notions in mathematics that express a stability of structure under averaging and linear interpolation. The core ideas arise from convex sets and convex functions, with extensions to broader contexts.

A convex set is a subset of a real vector space such that any line segment between

A convex function is defined on a convex domain by the inequality f(tx + (1−t)y) ≤ t f(x) +

Convex optimization studies problems of minimizing a convex objective over a convex feasible set. These problems

Geodesic convexity generalizes these ideas to manifolds and metric spaces by requiring that the function behaves

See also: convex analysis, Jensen’s inequality, subgradient.

two
points
in
the
set
lies
entirely
within
the
set.
This
simple
property
leads
to
important
constructions
such
as
the
convex
hull,
the
smallest
convex
set
containing
a
given
set,
and
to
geometric
objects
like
convex
polytopes
and
balls.
Convexity
is
preserved
under
intersection
and
under
many
linear
operations.
(1−t)
f(y)
for
all
x,
y
in
the
domain
and
t
in
[0,1].
Equivalently,
its
epigraph,
the
set
of
points
lying
on
or
above
its
graph,
is
a
convex
set.
For
twice-differentiable
functions,
convexity
is
characterized
by
a
positive
semidefinite
Hessian.
Consequences
include
Jensen’s
inequality
and
the
fact
that,
on
a
convex
domain,
local
minima
are
global
minima.
have
favorable
properties,
such
as
unique
solutions
under
strong
convexity
and
efficient
algorithms.
Variants
include
strong
convexity,
uniform
convexity,
and
smooth
convexity,
which
refine
guarantees
on
existence,
uniqueness,
and
convergence
rates.
convexly
along
geodesics.
Convexities
find
applications
in
economics,
machine
learning,
control,
and
computational
geometry,
where
tractable
optimization
and
stable
behavior
are
valued.