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Pseudoconvex Function


Given a subset S subset R^n and a real function f which is Gâteaux differentiable at a point x in S, f is said to be pseudoconvex at x if

 del f(x)·(y-x)>=0,y in S=>f(y)>=f(x).

Here, del f denotes the usual gradient of f.

The term pseudoconvex is used to describe the fact that such functions share many properties of convex functions, particularly with regards to derivative properties and finding local extrema. Note, however, that pseudoconvexity is strictly weaker than convexity as every convex function is pseudoconvex though one easily checks that f(x)=x+x^3 is pseudoconvex and non-convex.

Similarly, every pseudoconvex function is quasi-convex, though the function f(x)=x^3 is quasi-convex and not pseudoconvex.

A function f for which -f is pseudoconvex is said to be pseudoconcave.


See also

Convex Function, Gâteaux Derivative, Gradient, Local Extremum, Pseudoconcave Function, Quasi-Concave Function, Quasi-Convex Function

This entry contributed by Christopher Stover

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References

Borwein, J. and Lewis, A. Convex Analysis and Nonlinear Optimization: Theory and Examples. New York: Springer Science+Business Media, 2006.

Cite this as:

Stover, Christopher. "Pseudoconvex Function." From MathWorld--A Wolfram Web Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/PseudoconvexFunction.html

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