Definition of convexity
We know that a function is convex if we have $$lambda f(x_1) + (1-lambda)f(x_2) ge f(lambda x_1 + (1-lambda)x_2)$$
where $0lelambdale1$
But I don't know where is it come from ? Unfortunately , I can't understand it. I searched in the internet many times but it didn't help to me. If someone explain this expression is helpful.
convex-analysis
|
show 1 more comment
We know that a function is convex if we have $$lambda f(x_1) + (1-lambda)f(x_2) ge f(lambda x_1 + (1-lambda)x_2)$$
where $0lelambdale1$
But I don't know where is it come from ? Unfortunately , I can't understand it. I searched in the internet many times but it didn't help to me. If someone explain this expression is helpful.
convex-analysis
Perhaps the Answer posted by C. Falcon will help. Saying a function of one variable is convex essentially amounts to saying the region above the graph of the function is convex. Sometimes we say the graph is "concave up" rather than calling the function convex, but the notions are equivalent.
– hardmath
Jan 14 '17 at 22:15
Okay , but I have still problem . What is the meaning of "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:32
A different definition is that a function is convex iff its epigraph is convex. This is a visually intuitive definition, and it explains why we use the same word "convex" for both sets and functions.
– littleO
Jan 14 '17 at 22:32
@hardmath A convex curve is commonly defined as one that stays on the same side of any of its tangents. In this sense, both graphs $y=x^2$ and $y=-x^2$ are convex curves, even though the former is defined by a convex function while the latter by a concave function. The geometrical definition of a convex function is that the set of points above its graph $y ge f(x)$ (a.k.a. its epigraph) is convex .
– dxiv
Jan 14 '17 at 22:34
@S.H.W If you look at the very first picture on the wikipedia page for convex functions you'll see what the inequality means geometrically (except they use $t$ instead of $lambda$).
– dxiv
Jan 14 '17 at 22:38
|
show 1 more comment
We know that a function is convex if we have $$lambda f(x_1) + (1-lambda)f(x_2) ge f(lambda x_1 + (1-lambda)x_2)$$
where $0lelambdale1$
But I don't know where is it come from ? Unfortunately , I can't understand it. I searched in the internet many times but it didn't help to me. If someone explain this expression is helpful.
convex-analysis
We know that a function is convex if we have $$lambda f(x_1) + (1-lambda)f(x_2) ge f(lambda x_1 + (1-lambda)x_2)$$
where $0lelambdale1$
But I don't know where is it come from ? Unfortunately , I can't understand it. I searched in the internet many times but it didn't help to me. If someone explain this expression is helpful.
convex-analysis
convex-analysis
edited Jan 14 '17 at 22:12
hardmath
28.6k94994
28.6k94994
asked Jan 14 '17 at 22:09
S.H.W
1,1491922
1,1491922
Perhaps the Answer posted by C. Falcon will help. Saying a function of one variable is convex essentially amounts to saying the region above the graph of the function is convex. Sometimes we say the graph is "concave up" rather than calling the function convex, but the notions are equivalent.
– hardmath
Jan 14 '17 at 22:15
Okay , but I have still problem . What is the meaning of "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:32
A different definition is that a function is convex iff its epigraph is convex. This is a visually intuitive definition, and it explains why we use the same word "convex" for both sets and functions.
– littleO
Jan 14 '17 at 22:32
@hardmath A convex curve is commonly defined as one that stays on the same side of any of its tangents. In this sense, both graphs $y=x^2$ and $y=-x^2$ are convex curves, even though the former is defined by a convex function while the latter by a concave function. The geometrical definition of a convex function is that the set of points above its graph $y ge f(x)$ (a.k.a. its epigraph) is convex .
– dxiv
Jan 14 '17 at 22:34
@S.H.W If you look at the very first picture on the wikipedia page for convex functions you'll see what the inequality means geometrically (except they use $t$ instead of $lambda$).
– dxiv
Jan 14 '17 at 22:38
|
show 1 more comment
Perhaps the Answer posted by C. Falcon will help. Saying a function of one variable is convex essentially amounts to saying the region above the graph of the function is convex. Sometimes we say the graph is "concave up" rather than calling the function convex, but the notions are equivalent.
– hardmath
Jan 14 '17 at 22:15
Okay , but I have still problem . What is the meaning of "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:32
A different definition is that a function is convex iff its epigraph is convex. This is a visually intuitive definition, and it explains why we use the same word "convex" for both sets and functions.
– littleO
Jan 14 '17 at 22:32
@hardmath A convex curve is commonly defined as one that stays on the same side of any of its tangents. In this sense, both graphs $y=x^2$ and $y=-x^2$ are convex curves, even though the former is defined by a convex function while the latter by a concave function. The geometrical definition of a convex function is that the set of points above its graph $y ge f(x)$ (a.k.a. its epigraph) is convex .
– dxiv
Jan 14 '17 at 22:34
@S.H.W If you look at the very first picture on the wikipedia page for convex functions you'll see what the inequality means geometrically (except they use $t$ instead of $lambda$).
– dxiv
Jan 14 '17 at 22:38
Perhaps the Answer posted by C. Falcon will help. Saying a function of one variable is convex essentially amounts to saying the region above the graph of the function is convex. Sometimes we say the graph is "concave up" rather than calling the function convex, but the notions are equivalent.
– hardmath
Jan 14 '17 at 22:15
Perhaps the Answer posted by C. Falcon will help. Saying a function of one variable is convex essentially amounts to saying the region above the graph of the function is convex. Sometimes we say the graph is "concave up" rather than calling the function convex, but the notions are equivalent.
– hardmath
Jan 14 '17 at 22:15
Okay , but I have still problem . What is the meaning of "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:32
Okay , but I have still problem . What is the meaning of "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:32
A different definition is that a function is convex iff its epigraph is convex. This is a visually intuitive definition, and it explains why we use the same word "convex" for both sets and functions.
– littleO
Jan 14 '17 at 22:32
A different definition is that a function is convex iff its epigraph is convex. This is a visually intuitive definition, and it explains why we use the same word "convex" for both sets and functions.
– littleO
Jan 14 '17 at 22:32
@hardmath A convex curve is commonly defined as one that stays on the same side of any of its tangents. In this sense, both graphs $y=x^2$ and $y=-x^2$ are convex curves, even though the former is defined by a convex function while the latter by a concave function. The geometrical definition of a convex function is that the set of points above its graph $y ge f(x)$ (a.k.a. its epigraph) is convex .
– dxiv
Jan 14 '17 at 22:34
@hardmath A convex curve is commonly defined as one that stays on the same side of any of its tangents. In this sense, both graphs $y=x^2$ and $y=-x^2$ are convex curves, even though the former is defined by a convex function while the latter by a concave function. The geometrical definition of a convex function is that the set of points above its graph $y ge f(x)$ (a.k.a. its epigraph) is convex .
– dxiv
Jan 14 '17 at 22:34
@S.H.W If you look at the very first picture on the wikipedia page for convex functions you'll see what the inequality means geometrically (except they use $t$ instead of $lambda$).
– dxiv
Jan 14 '17 at 22:38
@S.H.W If you look at the very first picture on the wikipedia page for convex functions you'll see what the inequality means geometrically (except they use $t$ instead of $lambda$).
– dxiv
Jan 14 '17 at 22:38
|
show 1 more comment
2 Answers
2
active
oldest
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The given inequality means that whenever you take two points on the graph of $f$, then the segment joining them is above the graph itself.
Edit. For the proof, it suffices to notice that for all $A,Binmathbb{R}^2$, one has:
$$[AB]={(1-t)A+tB;tin[0,1]}.$$
This is essentially the definition of $[AB]$, which is the set of barycentric combinations of $A$ and $B$.
I know it , but can you show it mathematically ?
– S.H.W
Jan 14 '17 at 22:13
Are you familiar with parametrizing line segments starting from a point $a$ to a point $b$?
– Andrew Whelan
Jan 14 '17 at 22:18
@Andrew Whelan Is your purpose slope of it ?
– S.H.W
Jan 14 '17 at 22:21
@C. Falcon Can you explain "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:29
@S.H.W A barycentric combination of points is a finite linear combination of points whose weights are positive and sum up to $1$. Intuitively, if $A$ has weight $lambdageqslant 0$ and $B$ weight $mugeqslant 0$, with $lambda+mu=1$, then the barycenter of the system ${(A,lambda),(B,mu)}$ is its center of mass. When I say that $[AB]$ is the set of barycentric combinations of $A$ and $B$, I mean that any point in $[AB]$ is given as the center of mass of such a system. For example, $A$ is the barycentric combination of $A$ with weight $1$ and $B$ with weight $0$.
– C. Falcon
Jan 14 '17 at 22:41
|
show 5 more comments
Copied from my answer to the question What is the intuition behind the mathematical definition of convexity?; that is essentially a duplicate, so I have just flagged it as such.
The idea of convexity is is applicable in the first place to shapes or their surfaces and means bulging with no dents. This concept can be applied when the shape is a set of points in a space for which we can define a “dent”; Euclidean spaces will do. It can also apply to part of the surface with no dents.
We can think of a dent as a place where you can draw a straight line segment joining two points in the set but leaving the set somewhere along that segment. If the set is “well-behaved” and has a surface, such a segment leaves the set at some point and re-enters it another, there is a subsegment joining points on the surface. In this case, we may define convex by saying all points on such segments lie in the set.
Derived from that, a function is described as convex when the set of points above (or maybe below) of its graph is convex. Note that a function may be convex upwards or downwards, with the unqualified form meaning “convex downwards”. Further, as in your case, we call a function convex on an interval if the set of points above the graph with $x$ in that interval is convex.
The formulation with $λ$ and $1-λ$ formalises the above definition for the case of a function, that all points on a segment between points on the graph lie in the set: one side gives the value of the function $λ$ of the way along $[x_1,x_2]$, the other, the point that far along the segment joining two points on the line; the inequality says the point on the segment is above the graph, i.e. in the set.
add a comment |
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2 Answers
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active
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2 Answers
2
active
oldest
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The given inequality means that whenever you take two points on the graph of $f$, then the segment joining them is above the graph itself.
Edit. For the proof, it suffices to notice that for all $A,Binmathbb{R}^2$, one has:
$$[AB]={(1-t)A+tB;tin[0,1]}.$$
This is essentially the definition of $[AB]$, which is the set of barycentric combinations of $A$ and $B$.
I know it , but can you show it mathematically ?
– S.H.W
Jan 14 '17 at 22:13
Are you familiar with parametrizing line segments starting from a point $a$ to a point $b$?
– Andrew Whelan
Jan 14 '17 at 22:18
@Andrew Whelan Is your purpose slope of it ?
– S.H.W
Jan 14 '17 at 22:21
@C. Falcon Can you explain "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:29
@S.H.W A barycentric combination of points is a finite linear combination of points whose weights are positive and sum up to $1$. Intuitively, if $A$ has weight $lambdageqslant 0$ and $B$ weight $mugeqslant 0$, with $lambda+mu=1$, then the barycenter of the system ${(A,lambda),(B,mu)}$ is its center of mass. When I say that $[AB]$ is the set of barycentric combinations of $A$ and $B$, I mean that any point in $[AB]$ is given as the center of mass of such a system. For example, $A$ is the barycentric combination of $A$ with weight $1$ and $B$ with weight $0$.
– C. Falcon
Jan 14 '17 at 22:41
|
show 5 more comments
The given inequality means that whenever you take two points on the graph of $f$, then the segment joining them is above the graph itself.
Edit. For the proof, it suffices to notice that for all $A,Binmathbb{R}^2$, one has:
$$[AB]={(1-t)A+tB;tin[0,1]}.$$
This is essentially the definition of $[AB]$, which is the set of barycentric combinations of $A$ and $B$.
I know it , but can you show it mathematically ?
– S.H.W
Jan 14 '17 at 22:13
Are you familiar with parametrizing line segments starting from a point $a$ to a point $b$?
– Andrew Whelan
Jan 14 '17 at 22:18
@Andrew Whelan Is your purpose slope of it ?
– S.H.W
Jan 14 '17 at 22:21
@C. Falcon Can you explain "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:29
@S.H.W A barycentric combination of points is a finite linear combination of points whose weights are positive and sum up to $1$. Intuitively, if $A$ has weight $lambdageqslant 0$ and $B$ weight $mugeqslant 0$, with $lambda+mu=1$, then the barycenter of the system ${(A,lambda),(B,mu)}$ is its center of mass. When I say that $[AB]$ is the set of barycentric combinations of $A$ and $B$, I mean that any point in $[AB]$ is given as the center of mass of such a system. For example, $A$ is the barycentric combination of $A$ with weight $1$ and $B$ with weight $0$.
– C. Falcon
Jan 14 '17 at 22:41
|
show 5 more comments
The given inequality means that whenever you take two points on the graph of $f$, then the segment joining them is above the graph itself.
Edit. For the proof, it suffices to notice that for all $A,Binmathbb{R}^2$, one has:
$$[AB]={(1-t)A+tB;tin[0,1]}.$$
This is essentially the definition of $[AB]$, which is the set of barycentric combinations of $A$ and $B$.
The given inequality means that whenever you take two points on the graph of $f$, then the segment joining them is above the graph itself.
Edit. For the proof, it suffices to notice that for all $A,Binmathbb{R}^2$, one has:
$$[AB]={(1-t)A+tB;tin[0,1]}.$$
This is essentially the definition of $[AB]$, which is the set of barycentric combinations of $A$ and $B$.
edited Jan 14 '17 at 22:16
answered Jan 14 '17 at 22:12
C. Falcon
14.9k41950
14.9k41950
I know it , but can you show it mathematically ?
– S.H.W
Jan 14 '17 at 22:13
Are you familiar with parametrizing line segments starting from a point $a$ to a point $b$?
– Andrew Whelan
Jan 14 '17 at 22:18
@Andrew Whelan Is your purpose slope of it ?
– S.H.W
Jan 14 '17 at 22:21
@C. Falcon Can you explain "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:29
@S.H.W A barycentric combination of points is a finite linear combination of points whose weights are positive and sum up to $1$. Intuitively, if $A$ has weight $lambdageqslant 0$ and $B$ weight $mugeqslant 0$, with $lambda+mu=1$, then the barycenter of the system ${(A,lambda),(B,mu)}$ is its center of mass. When I say that $[AB]$ is the set of barycentric combinations of $A$ and $B$, I mean that any point in $[AB]$ is given as the center of mass of such a system. For example, $A$ is the barycentric combination of $A$ with weight $1$ and $B$ with weight $0$.
– C. Falcon
Jan 14 '17 at 22:41
|
show 5 more comments
I know it , but can you show it mathematically ?
– S.H.W
Jan 14 '17 at 22:13
Are you familiar with parametrizing line segments starting from a point $a$ to a point $b$?
– Andrew Whelan
Jan 14 '17 at 22:18
@Andrew Whelan Is your purpose slope of it ?
– S.H.W
Jan 14 '17 at 22:21
@C. Falcon Can you explain "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:29
@S.H.W A barycentric combination of points is a finite linear combination of points whose weights are positive and sum up to $1$. Intuitively, if $A$ has weight $lambdageqslant 0$ and $B$ weight $mugeqslant 0$, with $lambda+mu=1$, then the barycenter of the system ${(A,lambda),(B,mu)}$ is its center of mass. When I say that $[AB]$ is the set of barycentric combinations of $A$ and $B$, I mean that any point in $[AB]$ is given as the center of mass of such a system. For example, $A$ is the barycentric combination of $A$ with weight $1$ and $B$ with weight $0$.
– C. Falcon
Jan 14 '17 at 22:41
I know it , but can you show it mathematically ?
– S.H.W
Jan 14 '17 at 22:13
I know it , but can you show it mathematically ?
– S.H.W
Jan 14 '17 at 22:13
Are you familiar with parametrizing line segments starting from a point $a$ to a point $b$?
– Andrew Whelan
Jan 14 '17 at 22:18
Are you familiar with parametrizing line segments starting from a point $a$ to a point $b$?
– Andrew Whelan
Jan 14 '17 at 22:18
@Andrew Whelan Is your purpose slope of it ?
– S.H.W
Jan 14 '17 at 22:21
@Andrew Whelan Is your purpose slope of it ?
– S.H.W
Jan 14 '17 at 22:21
@C. Falcon Can you explain "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:29
@C. Falcon Can you explain "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:29
@S.H.W A barycentric combination of points is a finite linear combination of points whose weights are positive and sum up to $1$. Intuitively, if $A$ has weight $lambdageqslant 0$ and $B$ weight $mugeqslant 0$, with $lambda+mu=1$, then the barycenter of the system ${(A,lambda),(B,mu)}$ is its center of mass. When I say that $[AB]$ is the set of barycentric combinations of $A$ and $B$, I mean that any point in $[AB]$ is given as the center of mass of such a system. For example, $A$ is the barycentric combination of $A$ with weight $1$ and $B$ with weight $0$.
– C. Falcon
Jan 14 '17 at 22:41
@S.H.W A barycentric combination of points is a finite linear combination of points whose weights are positive and sum up to $1$. Intuitively, if $A$ has weight $lambdageqslant 0$ and $B$ weight $mugeqslant 0$, with $lambda+mu=1$, then the barycenter of the system ${(A,lambda),(B,mu)}$ is its center of mass. When I say that $[AB]$ is the set of barycentric combinations of $A$ and $B$, I mean that any point in $[AB]$ is given as the center of mass of such a system. For example, $A$ is the barycentric combination of $A$ with weight $1$ and $B$ with weight $0$.
– C. Falcon
Jan 14 '17 at 22:41
|
show 5 more comments
Copied from my answer to the question What is the intuition behind the mathematical definition of convexity?; that is essentially a duplicate, so I have just flagged it as such.
The idea of convexity is is applicable in the first place to shapes or their surfaces and means bulging with no dents. This concept can be applied when the shape is a set of points in a space for which we can define a “dent”; Euclidean spaces will do. It can also apply to part of the surface with no dents.
We can think of a dent as a place where you can draw a straight line segment joining two points in the set but leaving the set somewhere along that segment. If the set is “well-behaved” and has a surface, such a segment leaves the set at some point and re-enters it another, there is a subsegment joining points on the surface. In this case, we may define convex by saying all points on such segments lie in the set.
Derived from that, a function is described as convex when the set of points above (or maybe below) of its graph is convex. Note that a function may be convex upwards or downwards, with the unqualified form meaning “convex downwards”. Further, as in your case, we call a function convex on an interval if the set of points above the graph with $x$ in that interval is convex.
The formulation with $λ$ and $1-λ$ formalises the above definition for the case of a function, that all points on a segment between points on the graph lie in the set: one side gives the value of the function $λ$ of the way along $[x_1,x_2]$, the other, the point that far along the segment joining two points on the line; the inequality says the point on the segment is above the graph, i.e. in the set.
add a comment |
Copied from my answer to the question What is the intuition behind the mathematical definition of convexity?; that is essentially a duplicate, so I have just flagged it as such.
The idea of convexity is is applicable in the first place to shapes or their surfaces and means bulging with no dents. This concept can be applied when the shape is a set of points in a space for which we can define a “dent”; Euclidean spaces will do. It can also apply to part of the surface with no dents.
We can think of a dent as a place where you can draw a straight line segment joining two points in the set but leaving the set somewhere along that segment. If the set is “well-behaved” and has a surface, such a segment leaves the set at some point and re-enters it another, there is a subsegment joining points on the surface. In this case, we may define convex by saying all points on such segments lie in the set.
Derived from that, a function is described as convex when the set of points above (or maybe below) of its graph is convex. Note that a function may be convex upwards or downwards, with the unqualified form meaning “convex downwards”. Further, as in your case, we call a function convex on an interval if the set of points above the graph with $x$ in that interval is convex.
The formulation with $λ$ and $1-λ$ formalises the above definition for the case of a function, that all points on a segment between points on the graph lie in the set: one side gives the value of the function $λ$ of the way along $[x_1,x_2]$, the other, the point that far along the segment joining two points on the line; the inequality says the point on the segment is above the graph, i.e. in the set.
add a comment |
Copied from my answer to the question What is the intuition behind the mathematical definition of convexity?; that is essentially a duplicate, so I have just flagged it as such.
The idea of convexity is is applicable in the first place to shapes or their surfaces and means bulging with no dents. This concept can be applied when the shape is a set of points in a space for which we can define a “dent”; Euclidean spaces will do. It can also apply to part of the surface with no dents.
We can think of a dent as a place where you can draw a straight line segment joining two points in the set but leaving the set somewhere along that segment. If the set is “well-behaved” and has a surface, such a segment leaves the set at some point and re-enters it another, there is a subsegment joining points on the surface. In this case, we may define convex by saying all points on such segments lie in the set.
Derived from that, a function is described as convex when the set of points above (or maybe below) of its graph is convex. Note that a function may be convex upwards or downwards, with the unqualified form meaning “convex downwards”. Further, as in your case, we call a function convex on an interval if the set of points above the graph with $x$ in that interval is convex.
The formulation with $λ$ and $1-λ$ formalises the above definition for the case of a function, that all points on a segment between points on the graph lie in the set: one side gives the value of the function $λ$ of the way along $[x_1,x_2]$, the other, the point that far along the segment joining two points on the line; the inequality says the point on the segment is above the graph, i.e. in the set.
Copied from my answer to the question What is the intuition behind the mathematical definition of convexity?; that is essentially a duplicate, so I have just flagged it as such.
The idea of convexity is is applicable in the first place to shapes or their surfaces and means bulging with no dents. This concept can be applied when the shape is a set of points in a space for which we can define a “dent”; Euclidean spaces will do. It can also apply to part of the surface with no dents.
We can think of a dent as a place where you can draw a straight line segment joining two points in the set but leaving the set somewhere along that segment. If the set is “well-behaved” and has a surface, such a segment leaves the set at some point and re-enters it another, there is a subsegment joining points on the surface. In this case, we may define convex by saying all points on such segments lie in the set.
Derived from that, a function is described as convex when the set of points above (or maybe below) of its graph is convex. Note that a function may be convex upwards or downwards, with the unqualified form meaning “convex downwards”. Further, as in your case, we call a function convex on an interval if the set of points above the graph with $x$ in that interval is convex.
The formulation with $λ$ and $1-λ$ formalises the above definition for the case of a function, that all points on a segment between points on the graph lie in the set: one side gives the value of the function $λ$ of the way along $[x_1,x_2]$, the other, the point that far along the segment joining two points on the line; the inequality says the point on the segment is above the graph, i.e. in the set.
edited Nov 24 at 13:16
answered Nov 24 at 13:04
PJTraill
651518
651518
add a comment |
add a comment |
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Perhaps the Answer posted by C. Falcon will help. Saying a function of one variable is convex essentially amounts to saying the region above the graph of the function is convex. Sometimes we say the graph is "concave up" rather than calling the function convex, but the notions are equivalent.
– hardmath
Jan 14 '17 at 22:15
Okay , but I have still problem . What is the meaning of "set of barycentric combinations of $A$ and $B$ "?
– S.H.W
Jan 14 '17 at 22:32
A different definition is that a function is convex iff its epigraph is convex. This is a visually intuitive definition, and it explains why we use the same word "convex" for both sets and functions.
– littleO
Jan 14 '17 at 22:32
@hardmath A convex curve is commonly defined as one that stays on the same side of any of its tangents. In this sense, both graphs $y=x^2$ and $y=-x^2$ are convex curves, even though the former is defined by a convex function while the latter by a concave function. The geometrical definition of a convex function is that the set of points above its graph $y ge f(x)$ (a.k.a. its epigraph) is convex .
– dxiv
Jan 14 '17 at 22:34
@S.H.W If you look at the very first picture on the wikipedia page for convex functions you'll see what the inequality means geometrically (except they use $t$ instead of $lambda$).
– dxiv
Jan 14 '17 at 22:38