A question in Bazaraa's book
I am working on a problem which is similar to a question in Bazaraa's book, Nonlinear Programming(Question 3.61, 3rd edition). If I solve that question, my problem is solved as well. The question is as follows:
Let g: S->R and h:S->R, where S is a nonempty convex set in R^n. Consider the function f: S->R defined by f(x)=g(x)/h(x). Show that f is quasiconvex if the following two conditions hold true:
a. g is convex on S, and g(x)>=0 for each x in S
b. h is concave on S, and h(x)>0 for each x in S.
Jinjing, NaC1, and 皆兄弟也, do you have any thought? Thanks in advance.