Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Basic question about convexity/concavity:

Is the difference of a concave quadratic function of a matrix $X$ given by f(X) and a linear function l(X), a concave function?

i.e, is f(X)-l(X) concave?

If so/not what are the required conditions to be checked for?

share|improve this question
add comment

1 Answer

up vote 1 down vote accepted

A linear function is both concave and convex (here $-l$ is concave), and the sum of two concave functions is concave.

share|improve this answer
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.