In mathematics, more precisely in the theory of functions of several complex variables, a pseudoconvex set is a special type of open set in the n-dimensional complex space Cn. Pseudoconvex sets are important, as they allow for classification of domains of holomorphy. In mathematics, more precisely in the theory of functions of several complex variables, a pseudoconvex set is a special type of open set in the n-dimensional complex space Cn. Pseudoconvex sets are important, as they allow for classification of domains of holomorphy.