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ConcavefunctionWikipedia,thefreeencyclopedia

Concavefunction
FromWikipedia,thefreeencyclopedia

Inmathematics,aconcavefunctionisthenegativeofaconvexfunction.Aconcavefunctionisalsosynonymouslycalled
concavedownwards,concavedown,convexupwards,convexcaporupperconvex.

Contents
1
2
3
4
5

Definition
Properties
Examples
Seealso
References

Definition
Arealvaluedfunctionfonaninterval(or,moregenerally,aconvexsetinvectorspace)issaidtobeconcaveif,foranyx
andyintheintervalandforanytin[0,1],

Afunctioniscalledstrictlyconcaveif

foranytin(0,1)andxy.
Forafunctionf:RR,thisdefinitionmerelystatesthatforeveryzbetweenxandy,thepoint(z,f(z))onthegraphoff
isabovethestraightlinejoiningthepoints(x,f(x))and(y,f(y)).

Afunctionfisquasiconcaveiftheuppercontoursetsofthefunction

areconvexsets.[1]:496

Properties
Afunctionfisconcaveoveraconvexsetifandonlyifthefunctionfisaconvexfunctionovertheset.
Adifferentiablefunctionfisconcaveonanintervalifitsderivativefunctionfismonotonicallydecreasingonthatinterval:
aconcavefunctionhasadecreasingslope.("Decreasing"heremeansnonincreasing,ratherthanstrictlydecreasing,and
thusallowszeroslopes.)
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Pointswhereconcavitychanges(betweenconcaveandconvex)areinflectionpoints.
Thesumoftwoconcavefunctionsisitselfconcaveandsoisthepointwiseminimumoftwoconcavefunctions,i.e.theset
ofconcavefunctionsonagivendomainformasemifield.
Nearalocalmaximumintheinteriorofthedomainofafunction,thefunctionmustbeconcaveasapartialconverse,ifthe
derivativeofastrictlyconcavefunctioniszeroatsomepoint,thenthatpointisalocalmaximum.
Iffistwicedifferentiable,thenfisconcaveifandonlyiffisnonpositive(or,iftheaccelerationisnonpositive).Ifits
secondderivativeisnegativethenitisstrictlyconcave,buttheoppositeisnottrue,asshownbyf(x)=x4.
Iffisconcaveanddifferentiable,thenitisboundedabovebyitsfirstorderTaylorapproximation:[1]:489

AcontinuousfunctiononCisconcaveifandonlyifforanyxandyinC

Ifafunctionfisconcave,andf(0)0,thenfissubadditive.Proof:
sincefisconcave,lety=0,

Examples
Thefunctions

and
and

Thelogarithmfunction

areconcaveontheirdomains,astheirsecondderivatives
arealwaysnegative.
isconcaveonitsdomain

,asitsderivative isastrictlydecreasing

function.
Anyaffinefunction
isboth(nonstrictly)concaveandconvex.
Thesinefunctionisconcaveontheinterval
.
Thefunction
,where isthedeterminantofanonnegativedefinitematrixB,isconcave.[2]
Practicalexample:raysbendingincomputationofradiowaveattenuationintheatmosphere.

Seealso
Concavepolygon
Convexfunction
Jensen'sinequality
Logarithmicallyconcavefunction
Quasiconcavefunction

References
1.Varian,Hal(1992).MicroeconomicAnalysis(Thirded.).NewYork:Norton.ISBN0393957357.
2.ThomasM.CoverandJ.A.Thomas(1988)."Determinantinequalitiesviainformationtheory".SIAMJournalonMatrixAnalysis
andApplications9(3):384392.doi:10.1137/0609033.

Crouzeix,J.P.(2008)."Quasiconcavity".InDurlauf,StevenN.Blume,LawrenceE.TheNewPalgraveDictionary
ofEconomics(Seconded.).PalgraveMacmillan.doi:10.1057/9780230226203.1375.
Rao,SingiresuS.(2009).EngineeringOptimization:TheoryandPractice.JohnWileyandSons.p.779.ISBN0470
183527.

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