0

I am studying using CVX on MATLAB and encountering this problem that why is the following constraint: Convex function <= Concave function a valid CVX constraint?

Moer
  • 3
  • 1

1 Answers1

0

Basically because if f is concave, then -f is convex. So say we have:

f(x) <= g(x)      with f convex, and g concave

then that means

f(x)-g(x) <= 0    f-g is convex
Erwin Kalvelagen
  • 15,677
  • 2
  • 14
  • 39