Convex set Optimization Foundations
noun phrase
Definition: A set in which, for any two points in the set, the entire line segment connecting them also lies in the set [Boyd, Vandenberghe 2004].
Example in context: “Pπ is a closed convex set of probability functions and the entropy function is strictly concave, so there is a unique function P † on Pπ with maximum entropy.” [Landes, Williamson 2022]
Related terms: convex region, feasible set (optimization context), non-convex set(contrast)