Quasiconvex function

A function with f(λx+(1−λ)y)≤max{f(x),f(y)}
Quasiconvex function

Let XX be a vector space and let f:XRf:X\to\mathbb{R} be extended-real-valued. The function ff is quasiconvex if for all x,yXx,y\in X and all λ(0,1)\lambda\in(0,1),

f(λx+(1λ)y)max{f(x),f(y)}. f(\lambda x+(1-\lambda)y)\le \max\{f(x),f(y)\}.

Context. Quasiconvexity is weaker than convexity: every convex function is quasiconvex, but not conversely. It is important in economic modeling and level-set methods.

Examples:

  • Any is quasiconvex.
  • The function f(x)=xf(x)=\sqrt{|x|} on R\mathbb{R} is quasiconvex but not convex.
  • Any constant function is quasiconvex.