Research output: Contribution to journal › Article › peer-review
ON MINIMIZING THE SUM OF A CONVEX FUNCTION AND A CONCAVE FUNCTION. / Polyakova, L. N.
In: Mathematical Programming Study, No. 29, 01.05.1986, p. 69-73.Research output: Contribution to journal › Article › peer-review
}
TY - JOUR
T1 - ON MINIMIZING THE SUM OF A CONVEX FUNCTION AND A CONCAVE FUNCTION.
AU - Polyakova, L. N.
PY - 1986/5/1
Y1 - 1986/5/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=0022717920&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:0022717920
SP - 69
EP - 73
JO - Mathematical Programming
JF - Mathematical Programming
SN - 0025-5610
IS - 29
ER -
ID: 36585657