Concavity and convexity of functions #14
pmichaillat
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I have uploaded a list of rules that preserve the concavity and convexity of functions. (This is an extended version of the list from last semester's ECON2080.) We will use these rules repeatedly in lecture.
The rules come from "Convex Optimization" by Boyd & Vandenberghe (2004). This is a wonderful book, with a lot of helpful material and a great treatment of optimization. The book is freely available on the web.
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