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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?

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1 Answer 1

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.

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