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Theorem 1 A function f Rn!Ris convex if and only if the function g R!Rgiven by g(t) = f(x ty) is convex (as a univariate function) for all xin domain of f and all y2Rn (The domain of ghere is all tfor which x tyis in the domain of f) Proof This is straightforward from the de nition. Ü ˘ ' 3 Ý Þ ˛ ‰ ¾ ^ _ – 2 V ß 6 _ ‰ ž Z $ M ˜ ¢ _ à & À ¸ ˘ ˙ $ _ ž V G ˆ & Ł Ł ˛ _ fi Ö ˚ 8 ˆ ' ¿ fi Z g ˛ d ” b _ l 3 ‰ ¾ ^ _ 3 4 ” ˛ X _ ˘ ˛ ¢ l / $ _ ¾ Ü ™ ˛ ` r ˚ € R À ´ ˛ {Ü _ À V Ô † – ƒ G a 2 _ d h ¯ r ˚ € T ˇ “ µ ˛ 5 ˘ ¡ ˇ ˛ _ Ô ° ¥ ƒ ˆ ˆ c ˘ ˛ r. F is twice differentiable if domf is open and the Hessian ∇2f(x) ∈ Sn, ∇2f(x)ij = ∂2f(x) ∂xi∂xj, i,j = 1,,n, exists at each x ∈ domf 2ndorder conditions for twice differentiable f with convex domain • f is convex if and only if ∇2f(x) 0 for all x ∈ domf • if ∇2f(x) ≻ 0 for all x ∈ domf, then f is strictly convex.

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