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When is a convex function called a quasiconvex function?


Asked by Boone Cannon on Dec 04, 2021 FAQ



A strictly convex function will have at most one global minimum. 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. .
Thereof,
A function which is both quasiconvex and quasiconcave is called quasimonotone. Let f: S → R and S is a non empty convex set in R n. The function f is quasiconvex if and only if S α = ( x ∈ S: f ( x) ≤ α } is convex for each real number \alpha$
One may also ask, Let f: S → R n and S be a non-empty convex set in R n then f is said to be strictly quasicovex function if for each x 1, x 2 ∈ S with f ( x 1) ≠ f ( x 2), we have f ( λ x 1 + ( 1 − λ) x 2) < m a x { f ( x 1), f ( x 2) } Every strictly quasiconvex function is strictly convex. Strictly quasiconvex function does not imply quasiconvexity.
Besides,
Quasiconvex function. A function that is not quasiconvex: the set of points in the domain of the function for which the function values are below the dashed red line is the union of the two red intervals, which is not a convex set. The probability density function of the normal distribution is quasiconcave but not concave.
In addition,
Mathematical optimization. Quasiconvex programming is a generalization of convex programming. Quasiconvex programming is used in the solution of "surrogate" dual problems, whose biduals provide quasiconvex closures of the primal problem, which therefore provide tighter bounds than do the convex closures provided by Lagrangian dual problems.