In this paper, we introduced some new concepts of a neutrosophic set such as neutrosophic convex set, strongly neutrosophic convex set, neutrosophic convex function, strongly neutrosophic convex function, the minimum and maximum of a function f with respect to neutrosophic set, min and max neutrosophic variational inequality, neutrosophic general convex set, neutrosophic general convex function and min, max neutrosophic general variational inequality.