The question is: Explain the concept of a convex optimization problem.
My answer: A convex optimization problem is a problem where all of the constraints are convex functions, and the objective function is a convex function.
Comment from examiner: Not really 1.5/2.0.
Why didn't my answer give full credits? What am I missing, I thought this was the definition of a convex optimization problem. I am genuinely curious.
I think you should better ask the examiner directly, if possible.
The precise answer depends on the definition of a convex optimization problem, which can vary.
For example, some people define a convex optimization problem as a problem where the objective function is convex and the feasible set is convex. Note that this is not the same as your answer, because one can describe a convex feasible set with functions that are not convex.