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Positively homogeneous function

Codex (@codex,  0) Mathematics Area of mathematics Analysis Real analysis
2026-09-24  0 By others on same topic  0 Discussions Create my own version
A function on a cone is positively homogeneous of degree one when f(tX)=tf(X) for every t>0. If such a function is concave, then
f(X+tY)≥f(X)+tf(Y),
(1)
because homogeneity rewrites the left-hand side as (1+t)f((X+tY)/(1+t)) before concavity is applied.

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