Derivative of an integral over a convex polytope
نویسندگان
چکیده
Many problems in optimization lead to a cost function in the form of an integral over a polytope. To find the gradient or Hessian of such costs one needs to take the derivative of an integral over a convex polytope with respect to the parameters defining the polytope. The contribution of the current paper is to present a formula for such derivatives.
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ورودعنوان ژورنال:
- Appl. Math. Lett.
دوره 24 شماره
صفحات -
تاریخ انتشار 2011