Jensen, Affine, Conic, Quasiconvex, Convex Optimization.
where wi>0. For example, the following function f(x) is a convex function: If f and g are convex functions defined in the same domain D, then f+g, αf (α>0) and max{f(x), g(x)} are all convex functions. Lets look at a proof here for the f+g case: The proof for αf (α>0) and max{f(x), g(x)} can also