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Is the exponential function f ( x ) a convex function?


Asked by Gerardo Gallagher on Dec 04, 2021 FAQ



The exponential function = is convex. It is also strictly convex, since f ″ ( x ) = e x > 0 {displaystyle f''(x)=e^{x}>0} , but it is not strongly convex since the second derivative can be arbitrarily close to zero.
Furthermore,
The class of all exponential type convex functions on interval I is indicated by \mathit {EXPC} ( I ) . The range of the exponential type convex functions is [ 0,\infty ) . Let m\in I be arbitrary.
In fact, If f is non-convex, then there is a random variable x with x 2 domf w.p. 1, such that f(Ex) > Ef(x). - An intepretation: Consider convex function f.
Indeed,
If its second derivative is positive at all points then the function is strictly convex, but the converse does not hold. For example, the second derivative of f ( x ) = x4 is f ′′ ( x) = 12 x2, which is zero for x = 0, but x4 is strictly convex.
Moreover,
For a convex function f , {displaystyle f,} the sublevel sets {x | f(x) < a} and {x | f(x) ≤ a} with a ∈ R are convex sets. However, a function whose sublevel sets are convex sets may fail to be a convex function. A function whose sublevel sets are convex is called a quasiconvex function.