I know that the sum of two convex functions $f$ and $g$ is convex, but can we also state the opposite? If the sum $f+g$ is convex, does it mean that at least one of them is convex?
2026-04-29 08:01:27.1777449687
If the sum of two functions is convex is at least one of them also convex?
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No, not necessarily.
Let $f(x) = \sqrt{x}$ on $[0,1]$ and $x-\sqrt{x}+1$ on $[1,2]$
Let $g(x) = x-\sqrt{x}$ on $[0,1]$ and $\sqrt{x}-1$ on $[1,2]$.
Then $f+g = x$ which is convex but neither $f$ nor $g$ are convex.