Can someone help me with a proof that affine function preserves convexity?
Given that $f$ is convex, $A$ is in $\mathbb{R}^{M\times N}$ and $b$ is in $\mathbb{R}^m$ then show that $g(x) = f(Ax+b)$ is convex as well?
thanks in advance
edit: Stefan thanks you for editing my question, (i'm new to the site)