Approximating optimization problems over convex functions
نویسندگان
چکیده
منابع مشابه
Approximating optimization problems over convex functions
Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in H(Ω), and optimizing functionals arising from some problems in economics. In the continuous setting and assuming smoothness, the convexity constraints may be given locally by asking the Hessian matrix to be positive sem...
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ژورنال
عنوان ژورنال: Numerische Mathematik
سال: 2008
ISSN: 0029-599X,0945-3245
DOI: 10.1007/s00211-008-0176-4