MHB What is the Hessian method for determining concavity/convexity?

  • Thread starter Thread starter OhMyMarkov
  • Start date Start date
  • Tags Tags
    Hessian Test
OhMyMarkov
Messages
81
Reaction score
0
Hello Everyone!

I'm trying to remember a quick method for determining whether a function is concave or convex. There was something that involved finding the Hessian of the function, and then looking at the diagonal elements, then, I completely forgot...

What's the rest of this method, I don't remember I even had to find the eigen values...

Thanks!
 
Physics news on Phys.org
OhMyMarkov said:
Hello Everyone!

I'm trying to remember a quick method for determining whether a function is concave or convex. There was something that involved finding the Hessian of the function, and then looking at the diagonal elements, then, I completely forgot...

What's the rest of this method, I don't remember I even had to find the eigen values...

Thanks!

Hi OhMyMarkov, :)

The method of using the Hessian of a function to determine the concavity/convexity is described >>here<<.

Kind Regards,
Sudharaka.
 
Back
Top