f(θx+(1−θ)y)≤max{f(x),f(y)} A continuous function f:R→R is quasiconvex iff at least one of the following conditions holds
- f is nondecreasing
- f is nonincreasing
- there is a point c∈domf such that for t≤c, f is nonincreasing, and for t≥c, f is nondecreasing.
First order conditions
A continuous differentiable function f:Rn→R is quasiconvex iff domf is convex and for all x,y∈domf
f(y)≤f(x)⇒∇f(x)T(y−x)≤0
Operations that preserve quasiconvexity
- nonnegative weighted maximum
The function f(x)=supy∈C(wygy(x)) where wy≥0 and gy(x) is a parameterized family of quasiconvex functions. - composition
- if g is quasiconvex and h is nondecreasing then, f=h∘g is quasiconvex
- composition of a quasiconvex function with an affine or linear-fractional transformation yields a quasiconvex function.
- minimization
if f(x,y) is quasiconvex jointly in x and y and C is a convex set, then the function
g(x)=infy∈Cf(x,y) is quasiconvex.