Convex Analysis – Sum of a Quasi-Convex and Convex Function

convex-analysis

Let $\Omega$ be a set, e.g $\mathbb{R}^n$ for $n \in \mathbb{N}$.
Let $f$ be a convex function from $\Omega$ to $\mathbb{R}$.
Let $g$ be a quasi-convex function from $\Omega$ to $\mathbb{R}$.

Is $f+g$ quasi-convex? The proof is not straightforward from using the definition:
Let $\lambda \in \left[0,1\right]$. Let $(x,y) \in \Omega$. Then,
$\lambda (f+g)(x)+(1-\lambda)(f+g)(y) \leq max(g(x),g(y)) + \lambda f(x)+(1-\lambda)f(y)$.
which does not help to conclude anything.

Best Answer

The statement is wrong for $\Omega = \mathbb{R}$.

Let $f(x)=-x$ and $g(x)=x-\frac{1}{2}|x|$. $f$ is obviously convex, and $g$ is monotonically increasing, and thus quasi-convex, but their sum $(f+g)(x)=-\frac{1}{2}|x|$ is obviously not quasi-convex.

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