ON MINIMIZING THE SUM OF A CONVEX FUNCTION AND A CONCAVE FUNCTION.

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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.

Original languageEnglish
Pages (from-to)69-73
Number of pages5
JournalMathematical Programming Study
Issue number29
Publication statusPublished - 1 May 1986

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Scopus subject areas

  • Engineering(all)

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