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Concavity test by Hessian

OhMyMarkov

Member
Mar 5, 2012
83
Hello Everyone!

I'm trying to remember a quick method for determining whether a function is concave or convex. There was something that involved finding the Hessian of the function, and then looking at the diagonal elements, then, I completely forgot...

What's the rest of this method, I don't remember I even had to find the eigen values...

Thanks!
 

Sudharaka

Well-known member
MHB Math Helper
Feb 5, 2012
1,621
Hello Everyone!

I'm trying to remember a quick method for determining whether a function is concave or convex. There was something that involved finding the Hessian of the function, and then looking at the diagonal elements, then, I completely forgot...

What's the rest of this method, I don't remember I even had to find the eigen values...

Thanks!
Hi OhMyMarkov, :)

The method of using the Hessian of a function to determine the concavity/convexity is described >>here<<.

Kind Regards,
Sudharaka.