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Concavity Test


The concavity test uses the sign of the second derivative of a twice differentiable function f(x) on an open interval I. The function is convex (concave upward) on I iff f^('')(x)>=0 throughout I. It is concave (concave downward) on I iff f^('')(x)<=0 throughout I (Boyd and Vandenberghe 2004, p. 71).

The strict conditions f^('')(x)>0 and f^('')(x)<0 throughout I imply strict convexity and strict concavity, respectively. An isolated zero of f^('')(x) is compatible with either strict condition on the shape of the function. For example, x^4 is strictly convex on R, even though its second derivative is zero at x=0.


See also

Concave Function, Convex Function, Second Derivative Test

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References

Boyd, S. and Vandenberghe, L. Convex Optimization. Cambridge, England: Cambridge University Press, 2004. https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf.

Cite this as:

Weisstein, Eric W. "Concavity Test." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ConcavityTest.html

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