assuming we have two smooth function ${f_1},{f_2}:{R^N} \to R$,

  1. under what condition, we have

${f_1}\left( {{{\bf{x}}_1}} \right) \ge {f_1}\left( {{{\bf{x}}_2}} \right) \leftrightarrow {f_2}\left( {{{\bf{x}}_1}} \right) \ge {f_2}\left( {{{\bf{x}}_2}} \right), \forall \bf{x}_1\neq \bf{x}_2\in{R^N}$

  1. what property is called in mathematical terminology about $f_1,f_2$?

we can assume both of the function are convex if needed. I know that monotone transformation preserve the above property. but I am not sure if it is necessary to be able to define a monotone transformation between these two functions or not?

  • 2
    $\begingroup$ I've seen this property called comonotone $\endgroup$
    – Suvrit
    Apr 1, 2015 at 18:00
  • $\begingroup$ comonotone is for random variables i guess, its not for convex functions! if i am wrong please correct me. $\endgroup$ Apr 1, 2015 at 19:53
  • $\begingroup$ well, the property that you describe has nothing special to do with convex functions. "Varying in the same direction in a monotone fashion" can be quite easily called "comonotone" in general (without being tied down to convexity or random variables etc.) $\endgroup$
    – Suvrit
    Apr 1, 2015 at 21:49

1 Answer 1


Let Property A be the property described above.

Let Property B be the property that $f_2=g \circ f_1$ for some strictly monotonically increasing function $g:R\rightarrow R$.

Then Property A and Property B are equivalent.

To see that Property B implies Property A, suppose that $f_1(x_1)\geq f_1(x_2)$. Since $g$ is monotonic, if we apply $g$ we get $f_2(x_1)\geq f_2(x_2)$. Since $g$ strictly monotonic implies that $g^{-1}$ is also strictly monotonic, we get the other direction.

To see that Property A implies Property B, assume that Property A holds. Then $f_1(x_1)=f_1(x_2)$ iff $f_2(x_1)=f_2(x_2)$. Therefore, we can define $g$ on $Im(f_1)$ by setting $g(f_1(x))=f_2(x)$; by the preceding observation, $g$ is well-defined, and $f_2=g\circ f_1$.


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