Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Concave function

Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_146

A function that is never below its linear interpolation. Mathematically, a function f (x) is concave over a convex set S, if for any two points, x1 and x2 in S and for any 0 ≤ α ≤ 1, fx1 + (1 − α)x2] ≥ α f (x1) + (1 − α) f (x2).

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© Kluwer Academic Publishers 2001

Authors and Affiliations

  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA