If g, f, and q are convex functions, here are three derived functions, which of below would be convex?
h(x,y)=(f(x)+g(y))^2
sqrt(f(x)g(y))
q(f(x))
How to show that they preserves convexity?
I know the basic operations that preserves convexity, but how about those function compositions?
One great resource for this would be Disciplined Convex Programming (DCP).
CVX for MATLAB has a great documentation on the DCP Ruleset.
Given some pre defined atoms it gives a guideline about composition of those atoms to create a convex problem.