Convex set¶
A set \(S\) is convex if for any \(\theta, \theta' \in S\)
\[\lambda \theta + (1- \lambda)\theta' \in S, \forall \lambda \in [0,1]\]
In human language we can take any 2 points in a convex set, and if we connect them with a line, than the line will be inside the set.
a) is a convex set
b) is not a convex set