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.
|Number of pages||5|
|Journal||Mathematical Programming Study|
|Publication status||Published - 1 May 1986|
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