Let f(x,y) = norm(abs(x)-abs(y))
Then
f(1,-1) = f(1,1) = 0
f((1+1)/2,(-1+1)/2) = 1
f((1+1)/2,(-1+1)/2) \nleq 1/2*f(1,-1)+1/2*f(1,1)
This proves f(x,y)
is not convex.
Let f(x,y) = norm(abs(x)-abs(y))
Then
f(1,-1) = f(1,1) = 0
f((1+1)/2,(-1+1)/2) = 1
f((1+1)/2,(-1+1)/2) \nleq 1/2*f(1,-1)+1/2*f(1,1)
This proves f(x,y)
is not convex.