Research output: Contribution to journal › Article › peer-review
Searching for and Quantifying Nonconvexity Regions of Functions*. / Davydov, Youri; Moldavskaya, Elina; Zitikis, Ričardas.
In: Lithuanian Mathematical Journal, Vol. 59, No. 4, 01.10.2019, p. 507-518.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Searching for and Quantifying Nonconvexity Regions of Functions*
AU - Davydov, Youri
AU - Moldavskaya, Elina
AU - Zitikis, Ričardas
PY - 2019/10/1
Y1 - 2019/10/1
N2 - 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.
AB - 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.
KW - convex analysis
KW - Hessian
KW - nonconvexity
KW - penalty function
KW - risk assessment
KW - Weyl inequality
UR - http://www.scopus.com/inward/record.url?scp=85075229256&partnerID=8YFLogxK
U2 - 10.1007/s10986-019-09465-6
DO - 10.1007/s10986-019-09465-6
M3 - Article
AN - SCOPUS:85075229256
VL - 59
SP - 507
EP - 518
JO - Lithuanian Mathematical Journal
JF - Lithuanian Mathematical Journal
SN - 0363-1672
IS - 4
ER -
ID: 49897572