Convexity plays a prominent role in a number of areas, but practical considerations often lead to nonconvex functions. We suggest a method for determining regions of convexity and also for assessing the lack of convexity of functions in the other regions. The method relies on a specially constructed decomposition of symmetric matrices. Illustrative examples accompany theoretical results.

Original languageEnglish
Pages (from-to)507-518
JournalLithuanian Mathematical Journal
Volume59
Issue number4
DOIs
StatePublished - 1 Oct 2019

    Research areas

  • convex analysis, Hessian, nonconvexity, penalty function, risk assessment, Weyl inequality

    Scopus subject areas

  • Mathematics(all)

ID: 49897572