I have a constrained optimization problem and need to show that the constraint is concave.
Similar problem usually have linear constraints, so they don't need to worry about it.
However, I am not sure if my constraint is concave. I have the following constraint: $$a +x*y = b,$$ where $a$ and $b$ are parameters and $x$ and $y$ are choice variables. Is this constraint linear?
Thank you for your help!
No! This does not describe a straight line in the X-Y plane. The general form for a linear restriction would be $ax+by=c$, where you are free to choose your parameters $a,b,c$