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convex function

A function whose chord between any two points lies on or above the curve.

A function g is convex on [a,b] if g(\lambda x_1 + (1-\lambda)x_2) \leq \lambda g(x_1) + (1-\lambda)g(x_2) for all x_1,x_2\in[a,b] and \lambda\in[0,1].

Examples

  • x^2 and e^x are convex everywhere.

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