Question: Assume that f is a C' convex function on R, and that L: R R is affine, which means that it has the form

Assume that f is a C' convex function on R", and that

Assume that f is a C' convex function on R", and that L: R" R" is affine, which means that it has the form L(x) = Bx +c where B is an n x m matrix and c e R". Let g(x) = f(L(x)), and use the C characterization fo convexity to prove that g is a convex function on R".

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