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I know what is a convex function. Wikipedia says:

In mathematics, a real-valued function f(x) defined on an interval is called convex (or convex downward or concave upward) if the line segment between any two points on the graph of the function lies above the graph, in a Euclidean space (or more generally a vector space) of at least two dimensions.

But what is a convex model?

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Martin Sleziak
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living being
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  • Possibly "a convex function that describes [models] a system," though it would be helpful if you could provide a source or something to where you're encountering the term. – White Shirt Apr 20 '15 at 07:20
  • Question has been updated. In addition to the delineated phrase, there are other similar phrases in the text such as "nonconvex model". – living being Apr 20 '15 at 07:26
  • I would guess that a convex model was attempting to optimise a convex function of the variables, and a non-convex model attempting to optimise a non-convex function of the variables, with convexification trying to turn the latter into the former. – Henry Apr 20 '15 at 07:51

1 Answers1

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If you have a model that states that something is described by the solution of a convex optimization problem, then that's a convex model.

littleO
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