Research output: Contribution to journal › Article › peer-review
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 language | English |
|---|---|
| Pages (from-to) | 69-73 |
| Number of pages | 5 |
| Journal | Mathematical Programming Study |
| Issue number | 29 |
| State | Published - 1 May 1986 |
ID: 36585657