Lower convex envelope
In mathematics, the lower convex envelope of a function defined on an interval is defined at each point of the interval as the supremum of all convex functions that lie under that function, i.e.
![{\displaystyle [a,b]}](/media/api/rest_v1/media/math/render/svg/9c4b788fc5c637e26ee98b45f89a5c08c85f7935)
![{\displaystyle f(x)=\{g(x)|g{\text{ convex and }}g\leq f{\text{ over }}[a,b]\}.}](/media/api/rest_v1/media/math/render/svg/2de595d4bb1268ac4b2adbd97e7cbd4fc7b2078d)
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