Abstract
In this chapter, we study convex functions, which are the analytic counterpart of convex sets. There are many relations between convex functions and sets. Our definition of a convex function via the convexity of its epigraph emphasizes this connection. For convex functions, the study of regularity properties such as continuity or differentiability is particularly natural, but in turn this suggests to consider smoothness of convex sets as well. A strong and very useful link between sets and functions is provided by the support function of a convex set. This tool will be crucial throughout the book.
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Hug, D., Weil, W. (2020). Convex Functions. In: Lectures on Convex Geometry. Graduate Texts in Mathematics, vol 286. Springer, Cham. https://doi.org/10.1007/978-3-030-50180-8_2
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DOI: https://doi.org/10.1007/978-3-030-50180-8_2
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