Question

f(x),g(x)是凸函数.证明max{f(x),g(x)}也是凸函数

Answer 1

f(tx1+(1-t)x2)小于等于tf(x1)+(1-t)f(x2),g(tx1+(1-t)x2)小于等于tg(x1)+(1-t)g(x2)

max（f(tx1+(1-t)x2）,g(tx1+(1-t)x2)小于等于max(tf(x1)+(1-t)f(x2),g(tx1+(1-t)x2),tg(x1)+(1-t)g(x2))小于等于tmax(f(x1),g(x1))+(1-t)max(f(x2),g(x2))