Quasiconvex and Quasiconcave functions

Advertisements

Previous Page
Next Page  

Let $f:S \rightarrow \mathbb{R}$ where $S \subset \mathbb{R}^n$ is a non-empty convex set. The function f is said to be quasiconvex if for each $x_1,x_2 \in S$, we have $f\left ( \lambda x_1+\left ( 1-\lambda \right )x_2 \right )\leq max\left \{ f\left ( x_1 \right ),f\left ( x_2 \right ) \right \},\lambda \in \left ( 0, 1 \right )$

For example, $f\left ( x \right )=x^{3}$

Let $f:S\rightarrow R $ where $S\subset \mathbb{R}^n$ is a non-empty convex set. The function f is said to be quasiconvex if for each $x_1, x_2 \in S$, we have $f\left ( \lambda x_1+\left ( 1-\lambda \right )x_2 \right )\geq min\left \{ f\left ( x_1 \right ),f\left ( x_2 \right ) \right \}, \lambda \in \left ( 0, 1 \right )$

Remarks

  • Every convex function is quasiconvex but the converse is not true.
  • A function which is both quasiconvex and quasiconcave is called quasimonotone.

Theorem

Let $f:S\rightarrow \mathbb{R}$ and S is a non empty convex set in $\mathbb{R}^n$. The function f is quasiconvex if and only if $S_{\alpha} =\left ( x \in S:f\left ( x \right )\leq \alpha \right \}$ is convex for each real number \alpha$

Proof

Let f is quasiconvex on S.

Let $x_1,x_2 \in S_{\alpha}$ therefore $x_1,x_2 \in S$ and $max \left \{ f\left ( x_1 \right ),f\left ( x_2 \right ) \right \}\leq \alpha$

Let $\lambda \in \left (0, 1 \right )$ and let $x=\lambda x_1+\left ( 1-\lambda \right )x_2\leq max \left \{ f\left ( x_1 \right ),f\left ( x_2 \right ) \right \}\Rightarrow x \in S$

Thus, $f\left ( \lambda x_1+\left ( 1-\lambda \right )x_2 \right )\leq max\left \{ f\left ( x_1 \right ), f\left ( x_2 \right ) \right \}\leq \alpha$

Therefore, $S_{\alpha}$ is convex.

Converse

Let $S_{\alpha}$ is convex for each $\alpha$

$x_1,x_2 \in S, \lambda \in \left ( 0,1\right )$

$x=\lambda x_1+\left ( 1-\lambda \right )x_2$

Let $x=\lambda x_1+\left ( 1-\lambda \right )x_2$

For $x_1, x_2 \in S_{\alpha}, \alpha= max \left \{ f\left ( x_1 \right ), f\left ( x_2 \right ) \right \}$

$\Rightarrow \lambda x_1+\left (1-\lambda \right )x_2 \in S_{\alpha}$

$\Rightarrow f \left (\lambda x_1+\left (1-\lambda \right )x_2 \right )\leq \alpha$

Hence proved.

Theorem

Let $f:S\rightarrow \mathbb{R}$ and S is a non empty convex set in $\mathbb{R}^n$. The function f is quasiconcave if and only if $S_{\alpha} =\left \{ x \in S:f\left ( x \right )\geq \alpha \right \}$ is convex for each real number $\alpha$.

Theorem

Let $f:S\rightarrow \mathbb{R}$ and S is a non empty convex set in $\mathbb{R}^n$. The function f is quasimonotone if and only if $S_{\alpha} =\left \{ x \in S:f\left ( x \right )= \alpha \right \}$ is convex for each real number $\alpha$.

Advertisements