How can i know through MATLAB tool that given function is convex or not?
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Dear ALL, is there any way to find the function is convex or not in MATLAB?As an example i am giving you the following two functions in order to check which one is convex.
These are well known functions used in robust estimation.How can i show through matlab tool the function is convex or not?
Thanks
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Walter Roberson
il 10 Mag 2016
Look at the number of zeros of derivatives and the signs of derivatives. Repeat with derivatives of that, as many times as necessary to figure out the rule.
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Roger Stafford
il 10 Mag 2016
Modificato: Roger Stafford
il 10 Mag 2016
If your function has a second derivative, it is convex if and only if that second derivative is always non-negative. If the second derivative is unobtainable, a function is convex if any chord connecting two points on the curve always lies on or above the portion of the curve between the two points. Look at this site for a definition:
https://en.wikipedia.org/wiki/Convex_function
Your f2 function is certainly not convex as can be determined by just looking at it. A simple plot reveals that f1 is convex over the interval where it is real-valued.
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