Functions, Optimization, and Convexity

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Comprehensive vocabulary flashcards covering the definitions, classifications, optimization concepts, and convexity/quasi-convexity properties of scalar and multivariable functions.

34 Terms

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Function

Given two sets AA and BB, a rule denoted by f:A→Bf: A \to B that associates to each element of the set AA one and only one element of the set BB (∀x∈A,∃! y∈B:y=f(x)\forall x \in A, \exists!\, y \in B : y = f(x)).

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Domain

The set AA of inputs on which a function f:A→Bf: A \to B is defined, representing the values that the independent variable can take.

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Codomain

The set BB assigned as the target for a function's outputs, into which the values produced by the function are intended to fall.

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Image (Range)

The collection of all values that a function f:A→Bf: A \to B actually attains when applied to every element of its domain, denoted by Im⁡f=f(A)={f(x):x∈A}⊆B\operatorname{Im} f = f(A) = \{f(x) : x \in A\} \subseteq B.

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Surjective Function

A function f:A→Bf: A \to B satisfying f(A)=Bf(A) = B, meaning every element in the codomain BB is the image of at least one element in the domain AA.
A surjective function is one whose image (range) equals its entire codomain.

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Injective Function

A one-to-one function f:A→Bf: A \to B where distinct elements of AA map to distinct images in BB (∀x1,x2∈A,x1≠x2  ⟹  f(x1)≠f(x2)\forall x_1, x_2 \in A, x_1 \neq x_2 \implies f(x_1) \neq f(x_2), or equivalently f(x)=f(y)  ⟹  x=yf(x) = f(y) \implies x = y).

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Bijective Function

A function f:A→Bf: A \to B that is both surjective and injective.

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Cartesian Graph

For a function f:A→Bf: A \to B, the set of ordered pairs Gr⁡f={(x,f(x)):x∈A}⊆A×B\operatorname{Gr} f = \{(x, f(x)) : x \in A\} \subseteq A \times B, which forms a subset of the plane R2\mathbb{R}^2 for scalar functions.

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Vertical Line Test

A geometric test stating that a curve in the plane represents a function if and only if no vertical line intersects the curve more than once.

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Horizontal Line Test

A geometric criterion stating that a function is injective (and therefore invertible) if and only if no horizontal line intersects its graph more than once.

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Inverse Function

For an injective function f:A→Bf: A \to B, the function f−1:Im⁡f→Af^{-1}: \operatorname{Im} f \to A satisfying f−1(f(x))=xf^{-1}(f(x)) = x for all x∈Ax \in A and f(f−1(y))=yf(f^{-1}(y)) = y for all y∈Im⁡fy \in \operatorname{Im} f, with its graph symmetric to ff with respect to the line y=xy = x.

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Bounded Function

A function f:A⊆Rn→Rf: A \subseteq \mathbb{R}^n \to \mathbb{R} whose image set Im⁡f\operatorname{Im} f is bounded both from above and from below, equivalently characterized by the existence of k>0k > 0 such that ∣f(x)∣≤k|f(x)| \leq k for all x∈Ax \in A.

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Monotonic Function

A function that is either entirely increasing (x<y  ⟹  f(x)≤f(y)x < y \implies f(x) \leq f(y)) or entirely decreasing (x<y  ⟹  f(x)≥f(y)x < y \implies f(x) \geq f(y)) on its domain.

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Strictly Increasing Function

A function f:A⊆R→Rf: A \subseteq \mathbb{R} \to \mathbb{R} that preserves strict inequalities, such that x<y  ⟹  f(x)<f(y)x < y \implies f(x) < f(y) for all x,y∈Ax, y \in A.

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Order Isomorphism

A property of a strictly increasing function f:A⊆R→Rf: A \subseteq \mathbb{R} \to \mathbb{R} characterized by preserving order on AA, such that x≥y  ⟺  f(x)≥f(y)x \geq y \iff f(x) \geq f(y) for all x,y∈Ax, y \in A.

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Global Maximizer

A point x^∈C⊆A\hat{x} \in C \subseteq A such that f(x^)≥f(x)f(\hat{x}) \geq f(x) for all x∈Cx \in C. The corresponding value f(x^)f(\hat{x}) is the unique global maximum value.

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Global Minimizer

A point x^∈C⊆A\hat{x} \in C \subseteq A such that f(x^)≤f(x)f(\hat{x}) \leq f(x) for all x∈Cx \in C. The corresponding value f(x^)f(\hat{x}) is the unique global minimum value.

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Solution Set (Argmax)

The set of all global maximizers of an objective function ff on a choice set CC, denoted by argmax⁡x∈Cf(x)={x^∈C:f(x^)=max⁡x∈Cf(x)}\operatorname{argmax}_{x \in C} f(x) = \{\hat{x} \in C : f(\hat{x}) = \max_{x \in C} f(x)\}.

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Strong Maximizer

A point x^∈C\hat{x} \in C satisfying f(x^)>f(x)f(\hat{x}) > f(x) for all x∈Cx \in C with x≠x^x \neq \hat{x}. A maximizer is strong if and only if it is unique (i.e., argmax⁡x∈Cf(x)\operatorname{argmax}_{x \in C} f(x) is a singleton).

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Local Maximizer

A point x0∈Cx_0 \in C for which there exists an ϵ\epsilon-neighborhood Bϵ(x0)B_\epsilon(x_0) such that f(x0)≥f(x)f(x_0) \geq f(x) for all x∈Bϵ(x0)∩Cx \in B_\epsilon(x_0) \cap C.

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Local Minimizer

A point x0∈Cx_0 \in C for which there exists an ϵ\epsilon-neighborhood Bϵ(x0)B_\epsilon(x_0) such that f(x0)≤f(x)f(x_0) \leq f(x) for all x∈Bϵ(x0)∩Cx \in B_\epsilon(x_0) \cap C.

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Concave Function

A function f:C→Rf: C \to \mathbb{R} on a convex set CC satisfying f(αx+(1−α)y)≥αf(x)+(1−α)f(y)f(\alpha x + (1-\alpha)y) \geq \alpha f(x) + (1-\alpha)f(y) for all x,y∈Cx, y \in C and α∈[0,1]\alpha \in [0, 1], meaning line segments connecting any two points on its graph lie on or below the graph.

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Convex Function

A function f:C→Rf: C \to \mathbb{R} on a convex set CC satisfying f(αx+(1−α)y)≤αf(x)+(1−α)f(y)f(\alpha x + (1-\alpha)y) \leq \alpha f(x) + (1-\alpha)f(y) for all x,y∈Cx, y \in C and α∈[0,1]\alpha \in [0, 1], meaning chords connecting any two points on its graph lie on or above the graph.

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Affine Function

A function f:C→Rf: C \to \mathbb{R} on a convex set CC that is simultaneously concave and convex, satisfying f(αx+(1−α)y)=αf(x)+(1−α)f(y)f(\alpha x + (1-\alpha)y) = \alpha f(x) + (1-\alpha)f(y) for all x,y∈Cx, y \in C and α∈[0,1]\alpha \in [0, 1] (e.g., straight lines or flat planes).

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Inflection Point

A point x0x_0 in the domain of a function ff that separates a region where ff is concave from a region where ff is convex, or vice versa.

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Fenchel Theorem

A theorem establishing that if f:C⊆Rn→Rf: C \subseteq \mathbb{R}^n \to \mathbb{R} is a concave function defined on a convex set CC, any local maximizer x^∈C\hat{x} \in C is also a global maximizer (and conversely, any local minimizer of a convex function on a convex set is a global minimizer).

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Level Curve

For a function f:A⊆Rn→Rf: A \subseteq \mathbb{R}^n \to \mathbb{R}, the preimage f−1(k)={x∈A:f(x)=k}f^{-1}(k) = \{x \in A : f(x) = k\}, representing all points in the domain where the function attains the constant value k∈Rk \in \mathbb{R}.

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Indifference Curve

A level curve u−1(k)={x∈A:u(x)=k}u^{-1}(k) = \{x \in A : u(x) = k\} of a utility function u:A⊆R+n→Ru: A \subseteq \mathbb{R}_+^n \to \mathbb{R}, representing baskets of goods that provide the exact same utility level kk to a consumer.

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Upper Contour Set (Superlevel Set)

For a function f:A⊆Rn→Rf: A \subseteq \mathbb{R}^n \to \mathbb{R}, the set (f≥k)={x∈A:f(x)≥k}(f \geq k) = \{x \in A : f(x) \geq k\} consisting of all domain points whose functional output is at least kk.

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Lower Contour Set (Sublevel Set)

For a function f:A⊆Rn→Rf: A \subseteq \mathbb{R}^n \to \mathbb{R}, the set (f≤k)={x∈A:f(x)≤k}(f \leq k) = \{x \in A : f(x) \leq k\} consisting of all domain points whose functional output is at most kk.

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Quasi-Concave Function

A function f:C→Rf: C \to \mathbb{R} on a convex set CC satisfying f(αx+(1−α)y)≥min⁡{f(x),f(y)}f(\alpha x + (1-\alpha)y) \geq \min\{f(x), f(y)\} for all x,y∈Cx, y \in C and α∈[0,1]\alpha \in [0, 1], equivalently characterized by every upper contour set (f≥k)(f \geq k) being convex.

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Quasi-Convex Function

A function f:C→Rf: C \to \mathbb{R} on a convex set CC satisfying f(αx+(1−α)y)≤max⁡{f(x),f(y)}f(\alpha x + (1-\alpha)y) \leq \max\{f(x), f(y)\} for all x,y∈Cx, y \in C and α∈[0,1]\alpha \in [0, 1], equivalently characterized by every lower contour set (f≤k)(f \leq k) being convex.

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Quasi-Affine Function

A function that is simultaneously quasi-concave and quasi-convex, meaning min⁡{f(x),f(y)}≤f(αx+(1−α)y)≤max⁡{f(x),f(y)}\min\{f(x), f(y)\} \leq f(\alpha x + (1-\alpha)y) \leq \max\{f(x), f(y)\} for all x,y∈Ax, y \in A and α∈[0,1]\alpha \in [0, 1].

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Separable Function

A multivariable function expressible as a sum of functions of independent variables (such as f(x1,x2)=x12+ex2f(x_1, x_2) = x_1^2 + e^{x_2}), which preserves convexity or concavity when each component function is convex or concave.