Lexic.us

Definition of Invex

1. Adjective. (mathematics) A differentiable function ''ƒ'' from '''R'''^''n'' to '''R''' is invex if there exists a vector valued function ''g'' such that $f(x)\; -\; f(u)\; \backslash geq\; g(x,\; u)\; \backslash cdot\; \backslash nabla\; f(u),\; \backslash ,$ for all ''x'' and ''u''. ¹

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