Convex functions and their relatives are ubiquitous in a large variety of applications such as optimization theory, mass transportation, mathematical economics, and geometric inequalities related to isoperimetric problems. This chapter is devoted to a succinct presentation of their theory in the context of real normed linear spaces, but most of the illustrations will refer to the Euclidean space RN,">RN,RN, the matrix space MN(R)">MN(R)MN(R) of all N×N">N×NN×N-dimensional real matrices (endowed with the Hilbert–Schmidt norm or with the operator norm), and the Lebesgue spaces Lp(RN)">Lp(RN)Lp(RN) with p∈[1,∞]">p∈[1,∞]p∈[1,∞].