The first two chapters of the book are devoted to convexity in the classical sense, for functions of one and several real variables respectively. This gives a background for the study in the following chapters of related notions which occur in the theory of linear partial differential equations and complex analysis such as (pluri-)subharmonic functions, pseudoconvex sets and sets which are convex for supports or singular supports with respect to a differential operator. In addition the convexity conditions which are relevant for local or global existence of holomorphic solutions of holomorphic differential equations are discussed, leading up to Trepreau's theorem on sufficiency of condition (psi) for microlocal solvability in the analytic category.