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I have a function which does not have a closed form . Large numerical effort should be done to evaluate the function for even a single point. How can I examine the convexity of my function over the whole domain of function with minimum computational load? some extra assumption is that the function is continuous and almost every where differentiable!

I have a function which does not have a closed form . Large numerical effort should be done to evaluate the function for even a single point. How can I examine the convexity of my function over the whole domain of function with minimum computational load?

I have a function which does not have a closed form . Large numerical effort should be done to evaluate the function for even a single point. How can I examine the convexity of my function over the whole domain of function with minimum computational load? some extra assumption is that the function is continuous and almost every where differentiable!

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How to examine the convexity of a complex function numerically?

I have a function which does not have a closed form . Large numerical effort should be done to evaluate the function for even a single point. How can I examine the convexity of my function over the whole domain of function with minimum computational load?