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凸函数的性质研究.doc
凸函数性质研究
凸函数是分析学中一类重要的函数,最早是由Jensen提出。它在纯粹数学 与应用数学等诸多领域中应用十分广泛,现已成为对策论、数学规划、分形学、 最优控制和数理经济学等学科的理论基础和有力工具。为了理论上的突破,加强 其在实践屮的应用,凸函数的性质还在不断研究和完善屮。本文将散见于各文献 屮凸函数的概念进行了系统的归纳和总结,并给出了凸函数常见的判定定理,进 而研究Y凸函数的常用性质,列举了与凸函数和关的著名不等式;由于凸函数的 定义是由不等式给出的,其广泛应用主要体现在不等式的证明中。基于此,木文 主要通过对凸函数的概念和性质进行系统的总结和研究,探索出凸函数在一般不 等式,Jensen不等式,Holder不等式,Cauchy不等式,Young不等式,及Hadamard 不等式证明中的应用,并简要阐述了凸函数在其它领域的贡献。
关键词:凸函数;不等式;导数;单调性
Study on the properties of convex function
Abstract
Convex function which was first proposed by Jensen is a kind of important functions in analytics. It is widely used in pure and applied mathematics ,etc. Convex function becomes the theoretical basis and the powerful tool of the game theory、 mathematical programming theory、 analysismathematical science、economics and other disciplines. In order to have a theoretical breakthrough which could strengthen the application in practice, the properties of convex function arc being researched. In this article, the writer s main work is summarizing the various concepts of convex functions which developed in different mathematical books. Furthermore, the writer also gives some definitions of common theorems and also enumerates the famous inequalities related to convex function. Because the definition of convex function is given by inequalities, its application mainly reflects in the proof of inequality. The writer mainly summarizes concepts and properties of the convex function and explores its application in the general inequality such as Jensen inequality, Holder inequality, Cauchy inequali ty, Young inequality and Iladamardincquality. At last, it discusses the contribution of convex function in other fields briefly.
目录
TOC \o 1-5 \h \z HYPERLINK \l bookmark4 \o Current Document \h 第一章绪论 4
HYPERLINK \l bookmark5 \o Current Document \h 1.1凸函数的产生和发展 4
HYPERLINK \l bookmark6 \o Current Document \h 1.2凸函数研究的目的和意义 4
HYPERLINK \l bookmark9 \o Current Document \h 第二章凸函数的定义及判定 5
HYPERLINK \l bookmark10 \o Current Document \h 2.1凸函数的定义及关
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