Precise definition of convex polygons/polyhedra

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Is a polygon not considered convex if it has a hole? For example, say I drew 2 (different-sized) concentric squares. Is the inner square considered convex while the outer one is not? Are neither considered convex? I'm guessing the answer is the same for two (different-sized) concentric cubes. I forgot the technical test needed to determine convexity. If they are not convex, are they considered concave, or just "nonconvex"?

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I believe a polytope is convex when it is a convex set. So something with a hole is not convex, because I can pick two points on either side of the hole and the middle of the line is not inside the polytope.

If they are not convex, are they considered concave, or just "nonconvex"?

I believe in the case of polytopes, non-convex is the same as concave (as in the case of polygons). However, in some other contexts such as concave functions, concave has a more narrow meaning than just "non-convex".