Convex Optimization

strongly convex

A function is strongly convex on S if there exists an m > 0 m>0 m>0 such that
▽ 2 f ( x ) ⪰ m I \bigtriangledown^2f(x)\succeq mI 2f(x)mI
for all x ∈ S x\in S xS.

integration of an increasing function is convex

Let f f f be a real valued differentiable function defined for all x ≥ a x\ge a xa. Consider a function F F F defined by F ( x ) = ∫ a x f ( t ) d t F(x)=\int_a^{x} f(t)dt F(x)=axf(t)dt. If f f f is increasing on any interval, then on that interval F F F is convex.

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