I want to check if $h(x,y) = g(x).f(y)$ is convex, given that g(x) is convex and decreasing in $x$ on its and $f(y)$ is increasing and convex in $y$. Is there any way to check/prove the convexity of $h(x, y)$ other checking for Hessian?
Thank you.
I want to check if $h(x,y) = g(x).f(y)$ is convex, given that g(x) is convex and decreasing in $x$ on its and $f(y)$ is increasing and convex in $y$. Is there any way to check/prove the convexity of $h(x, y)$ other checking for Hessian?
Thank you.
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It is not in general convex. Use $g(x) = -x$, $f(y) = y$, on $[0,1]$. Along the line $x=y$, the curve is $-x^2$ which is strictly concave.