Question: A function f : S is linearly homogeneous if and only if epi f is a cone. The following useful proposition show how
The following useful proposition show how quasiconcavity and homogeneity combine to produce full concavity. Quasiconcavity ensures convexity of the upper contour sets, while homogeneity of degree k ≤ 1 strengthens this to convexity of the hypograph (see remark 3.13).
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Assume is homogeneous of degree one so that x x for every 0 Let x epi so that x For any 0 x x whi... View full answer
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