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Polyakova, L.N. (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: | 27 Aug 2021 17:12 |
| URI: | https://pure.iiasa.ac.at/2549 |
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