Concave function

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In mathematics, a concave function is the negative of a convex function. A concave function is also synonymously called concave downwards, concave down, convex upwards, convex cap, or upper convex.

1 Definition
2 Properties
- 2.1 Functions of a single variable
- 2.2 Functions of n variables
3 Examples
4 Applications
5 See also
6 References
7 Further References

1 Definition

A real-valued functions $f$ on an interval (or, more generally, a convex set in vector space) is said to be concave if, for any $x$ and $y$ in the interval and for any ${\displaystyle \alpha \in [0,1]}\alpha \in [0,1]$ ,
$f((1-\alpha )x+\alpha y)\geq (1-\alpha )f(x)+\alpha f(y)$

A function is called strictly concave if
$f((1-\alpha )x+\alpha y)>(1-\alpha )f(x)+\alpha f(y)\,$
for any $\alpha \in (0,1)$ , and $\neq y$ .

For a function $f:\mathbb {R} \to \mathbb {R}$ , this second definition merely states that for every $z$ strictly between $x, y$ , the point $(z, f (z))$ on the graph of $f$ is above the straight line joining the points $(x, f (x))$ and $(y, f (y))$ .

A function $f$ is quasiconcave if the upper contour sets of the function $S(a)=\{x:f(x)\geq a\}$ are convex sets.

2 Properties

2.1 Functions of a single variable

A differentiable function $f$ if (strictly) concave on an interval if and only if its derivative function $f'$ is (strictly) monotonically decreasing on that interval, that is, a concave function has a non-increasing (decreasing) slope.
Points where concavity changes (between concave and convex) are inflection points.
If $f$ is twice-differentiable, then $f$ is concave if and only if $f''$ is non-positive (or, informally, if the “acceleration” is non-positive). If its second derivative is negative then it is strictly concave, but the converse is not true, as shown by $f(x) = -x^4$ .
If $f$ is concave and differentiable, then it is bounded above by its first-order Taylor approximation:
$f(y)\leq f(x)+f'(x)[y-x]$
A Lebesgue measurable function on an interval $C$ in concave if and only if it is midpoint concave, that is, for any $x$ and $y$ in $C$
$f\left({\frac {x+y}{2}}\right)\geq {\frac {f(x)+f(y)}{2}}$
If a function $f$ is concave, and $\geq 0$ , then $f$ is subadditive on $\infty)$ . Proof:
- Since $f$ is concave and $\geq t \geq 0$ , letting $y = 0$ we have:
  $f(tx)=f(tx+(1-t)\cdot 0)\geq tf(x)+(1-t)f(0)\geq tf(x).$
- For $\in [0, \infty)$ :
  $f(a)+f(b)=f\left((a+b){\frac {a}{a+b}}\right)+f\left((a+b){\frac {b}{a+b}}\right)\geq {\frac {a}{a+b}}f(a+b)+{\frac {b}{a+b}}f(a+b)=f(a+b)$