this is my problem
Suppose that X ⊆R^n is a convex set and f:X →R is a concave function, prove that the set
{ z∈X | f(z) ≥ f(x) for all x∈X}
is convex.
Can someone help me? I'm clueless on this one...
Start by putting in your definitions... Write down what you want to prove, and what you already know.
BTW: here is a solution
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