A function f : S is linearly homogeneous if and only if epi f is
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The following useful proposition show how quasiconcavity and homogeneity combine to produce full concavity. Quasiconcavity ensures convexity of the upper contour sets, while homogeneity of degree k ≤ 1 strengthens this to convexity of the hypograph (see remark 3.13).
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Assume is homogeneous of degree one so that x x for every 0 Let x epi so that x For any 0 x x whi...View the full answer
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