On Minimizing the Sum of a Convex Function and a Concave Function

Polyakova LN (1984). On Minimizing the Sum of a Convex Function and a Concave Function. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-84-028

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Abstract

We consider here the problem of minimizing a particular subclass of quasidifferentiable functions: those which may be represented as the sum of a convex function and a concave function. It is shown that in an n-dimensional space this problem is equivalent to the problem of minimizing a concave function on a convex set. A successive approximations method is suggested; this makes use-of some of the principles of epsilon-steepest-descent-type approaches.

Item Type: Monograph (IIASA Collaborative Paper)
Uncontrolled Keywords: quasidifferentiable functions, convex functions, concave functions, epsilon-steepest-descent methods
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:55
Last Modified: 20 Jul 2016 21:30
URI: http://pure.iiasa.ac.at/2549

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