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I have a constrained optimization problem and need to show that the constraint is concave.

Similar problem usually have linear constraints, so they don't need to worry about it.

However, I am not sure if my constraint is concave. I have the following constraint: $$a +x*y = b,$$ where $a$ and $b$ are parameters and $x$ and $y$ are choice variables. Is this constraint linear?

Thank you for your help!

OliGopol
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1 Answers1

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No! This does not describe a straight line in the X-Y plane. The general form for a linear restriction would be $ax+by=c$, where you are free to choose your parameters $a,b,c$

David
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