$f(x)$ is un-convex and we have $g(x)$ that $$epi \ g =conv \ epi \ f$$ for any convex function like $p(x)$ that $f(x)\ge p(x)$ prove that $$g(x)\ge p(x)$$
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What does un-convex mean? – Kavi Rama Murthy Jan 25 '20 at 12:19
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@ kavi not a convex function – Reza Jan 25 '20 at 13:29