My understanding is that taking the minimum of two (or more) functions is like creating a union of the functions which in some cases would result in a non-convex function. I can draw it out with some simple 2d functions but I can't figure out how to show it with equations. Thanks in advance for the help!
2026-03-29 23:25:54.1774826754
Example of when the minimum of two convex functions is not convex
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Minimum of $|x|$ and $|1-x|$ is not convex. (In fact it is strictly concave on $(0,1)$). Write $\frac 1 2$ as $\frac 1 2 (0)+\frac 1 2 (1)$. Convexity would mean $\frac 1 2 \leq \frac 1 2 (0)+\frac 1 2 (0)$!