3 Convexity a Consider the function f(x) : R→ R where p e R is a scalar: S(x) = |x|". Show that, when p 2 1, f(x) is convex. Show that, when 0 < p < 1, f(x) is neither convex nor concave. Further, show that, when 0 < p< 1, f(x) is concave on the interval (-0,0] and is also concave on the interval [0, 0). b Let S be a nonempty, convex set in R". A function f(x) : S¬R is called quasi-convex if, for all 2 e [0, 1] and x1, x2 E S: f (Ax1 + (1– a )x2) s max [f(x1), f(x2)]. Show that a convex function is also quasi-convex. Using an example, show that a quasi-convex function is not necessarily convex. Hint Try the function in Part a.

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Chapter2: Second-order Linear Odes
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Convexity
a Consider the function f(x) : R +R where pe R is a scalar:
f(x) = |x|P.
Show that, when p > 1, f(x) is convex. Show that, when 0 < p<1, f(x)
is neither convex nor concave. Further, show that, when 0 <p< 1, f(x) is
concave on the interval (-0,0] and is also concave on the interval [0, 00).
b Let S be a nonempty, convex set in R". A function f(x) : S¬R is called
quasi-convex if, for all 2 E [0,1] and x1, x2 E S:
f (Axı + (1-2)x2) < max [f(x1), f(x2)].
Show that a convex function is also quasi-convex. Using an example, show
that a quasi-convex function is not necessarily convex.
Hint Try the function in Part a.
c Consider the function f(x,y) : R? +R where 0 < p< 1 is a scalar:
f(x,y) = -x®y!-p
Show that f(x,y) is convex for x, y> 0.
Transcribed Image Text:Convexity a Consider the function f(x) : R +R where pe R is a scalar: f(x) = |x|P. Show that, when p > 1, f(x) is convex. Show that, when 0 < p<1, f(x) is neither convex nor concave. Further, show that, when 0 <p< 1, f(x) is concave on the interval (-0,0] and is also concave on the interval [0, 00). b Let S be a nonempty, convex set in R". A function f(x) : S¬R is called quasi-convex if, for all 2 E [0,1] and x1, x2 E S: f (Axı + (1-2)x2) < max [f(x1), f(x2)]. Show that a convex function is also quasi-convex. Using an example, show that a quasi-convex function is not necessarily convex. Hint Try the function in Part a. c Consider the function f(x,y) : R? +R where 0 < p< 1 is a scalar: f(x,y) = -x®y!-p Show that f(x,y) is convex for x, y> 0.
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