ABSTRACT

Together with the convex set introduced in Chapter 2, convex function is required

to define a convex optimization problem to be introduced in Chapter 4. This

chapter introduces the basics of convex functions, and quasiconvex functions

including definitions, properties, representations and convexity preserving oper-

ations, and various conditions for proving or disproving if a function is convex

or quasiconvex. These concepts are also extended to K-convex functions defined

on a proper cone K. Many examples are provided to illustrate how to prove the

convexity and quasiconvexity of functions.