Jensen, Affine, Conic, Quasiconvex, Convex Optimization.
property. We will use proof through contradiction here. Let f1, f2,…, fk be convex functions defined on the same domain D, then the function f(x)=max{f1(x), f2(x),…,fk(x)} is also a convex function with dom f=dom f1∩dom f2. This is called pointwise maximum. Lets look at an example here. The next