Lower convex envelope explained

In mathematics, the lower convex envelope

\brevef

of a function

f

defined on an interval

[a,b]

is defined at each point of the interval as the supremum of all convex functions that lie under that function, i.e.

\brevef(x)=\sup\{g(x)\midgisconvexandg\leqfover[a,b]\}.

See also