Monday, September 13, 2010

Simple Convexity Question

Suppose we have functions f : R -> R, and g : RN -> R, and that both f and g are convex. Is f(g(x)) also convex? If not, then under what conditions is it convex?

3 comments:

Daniel said...

See 3.2.4. in BV.

Anonymous said...

In case you don't own it...

http://www.stanford.edu/~boyd/cvxbook/

-Keenan

Yisong Yue said...

Yeah, I know the book. I was just posting a random musing I had, which I had a fun thinking about myself.