Optimization with constraints, 2nd ed.

Abstract

Let c i be an inequality constraint.Assume that c i is concave on IR n .If c i (x) 0, c i (y) 0 and [0, 1], then Definition 1.14 implies thatThus, the set of points where c i is satisfied is a convex set.This means that the feasible domain P is convex if all equality constraints are linear and all inequality constraints are concave.