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Concave Function: From Wikipedia, The Free Encyclopedia

The document defines a concave function as the negative of a convex function. It provides the mathematical definition of a concave function and discusses its properties, including that a concave function has a decreasing slope and a negative second derivative. Examples of concave functions are provided.

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Rakesh Inani
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899 views

Concave Function: From Wikipedia, The Free Encyclopedia

The document defines a concave function as the negative of a convex function. It provides the mathematical definition of a concave function and discusses its properties, including that a concave function has a decreasing slope and a negative second derivative. Examples of concave functions are provided.

Uploaded by

Rakesh Inani
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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10/14/2014

Concave function - Wikipedia, the free encyclopedia

Concave function
From Wikipedia, the free encyclopedia

In mathematics, a concave function is the negative of a convex function. A concave function is also synonymously called
concave downwards, concave down, convex upwards, convex cap or upper convex.

Contents
1 Definition
2 Properties
3 Examples
4 See also
5 Notes
6 References

Definition
A real-valued function f on an interval (or, more generally, a convex set in vector space) is said to be concave if, for any x
and y in the interval and for any t in [0,1],

A function is called strictly concave if

for any t in (0,1) and x y.


For a function f:RR, this definition merely states that for every z between x and y, the point (z, f(z) ) on the graph of f is
above the straight line joining the points (x, f(x) ) and (y, f(y) ).

A function f(x) is quasiconcave if the upper contour sets of the function

are convex sets.[1]

Properties
A function f(x) is concave over a convex set if and only if the function f(x) is a convex function over the set.

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Concave function - Wikipedia, the free encyclopedia

A differentiable function f is concave on an interval if its derivative function f is monotonically decreasing on that interval:
a concave function has a decreasing slope. ("Decreasing" here means non-increasing, rather than strictly decreasing, and
thus allows zero slopes.)
For a twice-differentiable function f, if the second derivative, f (x), is positive (or, if the acceleration is positive), then the
graph is convex; if f (x) is negative, then the graph is concave. Points where concavity changes are inflection points.
If a convex (i.e., concave upward) function has a "bottom", any point at the bottom is a minimal extremum. If a concave
(i.e., concave downward) function has an "apex", any point at the apex is a maximal extremum.
If f(x) is twice-differentiable, then f(x) is concave if and only if f (x) is non-positive. If its second derivative is negative then
it is strictly concave, but the opposite is not true, as shown by f(x) = -x4.
If f is concave and differentiable, then it is bounded above by its first-order Taylor approximation:
[2]

A continuous function on C is concave if and only if for any x and y in C

If a function f is concave, and f(0) 0, then f is subadditive. Proof:


since f is concave, let y = 0,

Examples
The functions

and

are concave on their domains, as are their second derivatives

and

are always negative.

Any affine function

is both (non-strictly) concave and convex.

The sine function is concave on the interval


The function

, where

.
is the determinant of a nonnegative-definite matrix B, is concave.[3]

Practical example: rays bending in computation of radiowave attenuation in the atmosphere.

See also
Concave polygon
Convex function
Jensen's inequality
Logarithmically concave function
Quasiconcave function

Notes
1. ^ Varian 1992, p. 496.
2. ^ Varian 1992, p. 489.
3. ^ Thomas M. Cover and J. A. Thomas (1988). "Determinant inequalities via information theory". SIAM Journal on Matrix
Analysis and Applications 9 (3): 384392. doi:10.1137/0609033 (http://dx.doi.org/10.1137%2F0609033).

References
http://en.wikipedia.org/wiki/Concave_function

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Concave function - Wikipedia, the free encyclopedia

Crouzeix, J.-P. (2008). "Quasi-concavity" (http://www.dictionaryofeconomics.com/article?id=pde2008_Q000008). In


Durlauf, Steven N.; Blume, Lawrence E. The New Palgrave Dictionary of Economics (Second ed.). Palgrave
Macmillan. doi:10.1057/9780230226203.1375 (http://dx.doi.org/10.1057%2F9780230226203.1375).
Rao, Singiresu S. (2009). Engineering Optimization: Theory and Practice. John Wiley and Sons. p. 779. ISBN 0-47018352-7.
Varian, Hal R. (1992). Microeconomic Analysis (Third ed.). W.W. Norton and Company.
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