What I attempted was calculating the Hessian and trying to prove that it's positive definite/semi-definite or negative definite/semi-definite. It doesn't seam to work as I am getting that the second order principle minor can be both negative and positive which would suggest that this function is neither convex nor concave.
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!right before the image link to make the image appear? See also some formatting help. – Ertxiem - reinstate Monica May 15 '19 at 11:28$$f(x_1, x_2, x_3) = x_1^2 + x_1^2 x_2^2 + x_2^2 + e^{x_3^2}$$, and $\mathbb{R}^3$ is obtained with$\mathbb{R}^3$. – Ertxiem - reinstate Monica May 15 '19 at 13:07