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Why are these two definitions equivalent? (Assuming $C$ is convex)

  • $f: C \rightarrow \mathbb{R} $ is quasi-convex if for any $x, y \in C$ and $\lambda \in [0,1]$, $$ f((1-\lambda)x + \lambda y) \leq \max\{f(x), f(y)\} .$$

  • $f: C \rightarrow \mathbb{R} $ is quasi-convex if for any $\alpha \in \mathbb{R}$, $\operatorname{Lev} (f, \alpha) $ is convex.

Where $\operatorname{Lev} (f, \alpha) $ is defined as: $$ \{x \in S: f(x) < \alpha \}$$

I was successful to show that if we have the first definition, it implies the second one, but got stuck on the reverse side.

assume $ x, y \in \operatorname{Lev} (f, \alpha) $ so: $$f(x) < \alpha,$$ $$f(y) < \alpha.$$

Then we have: $$ max\{f(x), f(y)\} < \alpha $$ So by the first definition, we have: $$ f((1-\lambda)x + \lambda y) < \alpha $$ Which implies that:

$$ ((1-\lambda)x + \lambda y) \in \operatorname{Lev}(f, \alpha) .$$

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  • $\begingroup$ @BrunoB corrected. $\endgroup$
    – john
    Commented Jun 19, 2023 at 13:50
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    $\begingroup$ Besides avoiding downvotes, by explicitly explaining what you already know versus what you do not yet know, you avoid wasting the time and energy of everyone involved. $\endgroup$
    – Lee Mosher
    Commented Jun 19, 2023 at 14:01
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    $\begingroup$ It's not just for a "game" of upvotes and downvotes as Lee stated, writing what you've tried allows us to better help you and where, and allows you to better see where exactly you are stuck so that you can communicate clearly what you wish to be helped with. Sometimes you also just answer your own question before finishing writing in the process, it's happened to me once or twice :) $\endgroup$
    – Bruno B
    Commented Jun 19, 2023 at 14:01
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    $\begingroup$ Related: Difference in Definitions of Quasiconvexity $\endgroup$
    – Mittens
    Commented Jun 19, 2023 at 14:27
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    $\begingroup$ @Mittens: Surely related, but IMO not an exact duplicate. Using the notation of math.stackexchange.com/q/867549/42969, this question is why (1) and (2) are equivalent, whereas the referenced question asks why (2) and (3) are equivalent. $\endgroup$
    – Martin R
    Commented Jun 19, 2023 at 14:31

1 Answer 1

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In order to show that the second condition implies the first, assume that $\operatorname{Lev}(f, \alpha) $ is convex for all $\alpha \in \Bbb R$.

Now let $x, y \in C$ and $0 \le \lambda \le 1$.

For arbitrary $\epsilon > 0$ set $\alpha = \max(f(x), f(y)) + \epsilon$. Then $$ f(x) < \alpha \implies x \in \operatorname{Lev}(f, \alpha) $$ and $$ f(y) < \alpha \implies y \in \operatorname{Lev}(f, \alpha) $$ and therefore, since $\operatorname{Lev}(f, \alpha)$ is convex, $$ (1-\lambda)x + \lambda y \in \operatorname{Lev}(f, \alpha) \, . $$ So $$ f((1-\lambda)x + \lambda y) < \alpha = \max(f(x), f(y)) + \epsilon $$ for all $\epsilon > 0$, which implies $$ f((1-\lambda)x + \lambda y) \le \max(f(x), f(y)) \, . $$ This proves that $f$ is quasi-convex.

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