Usually means: Set containing all line segments.
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We found 6 dictionaries that define the word convex set:

General (2 matching dictionaries)
  1. convex set: Wiktionary
  2. Convex set: Wikipedia, the Free Encyclopedia

Computing (1 matching dictionary)
  1. convex set: Encyclopedia

Science (3 matching dictionaries)
  1. Convex Set: Eric Weisstein's World of Mathematics
  2. Mathematical Programming (No longer online)
  3. convex set: PlanetMath Encyclopedia

Definitions from Wiktionary (convex set)

noun:  (mathematics) A set which contains any convex combination of any (finite) subset of its points.

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