jensen

对于任意点集{xi}\{x_i\},若λi0\lambda_i \ge 0,且iλi=1\sum_i\lambda_i=1,则: 对于凸函数满足:

f(i=1Mλixi)iλif(xi)(1)\begin{aligned} f(\sum_{i=1}^M\lambda_ix_i) \le \sum_i\lambda_i f(x_i) && (1) \end{aligned}

对于凹函数满足:

f(i=1Mλixi)iλif(xi)(2)\begin{aligned} f(\sum_{i=1}^M\lambda_ix_i) \ge \sum_i\lambda_i f(x_i) && (2) \end{aligned}

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