vector space that contains all line segments connecting any two points within the setA set C⊂Rd is convex ifA \; set \; C \subset R^d \; is \; convex \; ifAsetC⊂Rdisconvexifλx+(1−λ)y∈C,∀λ∈[0,1]\lambda x + (1 - \lambda)y \in C, \forall \lambda \in [0,1]λx+(1−λ)y∈C,∀λ∈[0,1]Convex Set NotionConvex function