凸函数的几何理解:
Let {\displaystyle X} be a convex set in a real vector space and let {\displaystyle f:X\rightarrow {\text{R}}}
be a function.
- f is called convex if:
{\displaystyle \forall x_{1},x_{2}\in X,\forall t\in [0,1]:\qquad f(tx_{1}+(1-t)x_{2})\leq tf(x_{1})+(1-t)f(x_{2}).}