Sums of increasing convex and increasing concave functions (Q581222)
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English | Sums of increasing convex and increasing concave functions |
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Sums of increasing convex and increasing concave functions (English)
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1986
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A necessary and sufficient condition is given for a function t(x) to be representable as a sum of an increasing convex function r(x) and an increasing concave function s(x). The representation is shown to be unique (i.e. \(r_ 1-r_ 2=s_ 1-s_ 2\) is an affine function for any two possible representations \((r_ 1\), \(r_ 2)\), \((s_ 1\), \(s_ 2))\) if a complementary slackness condition is required, which reduces to \(r''(x)s''(x)=0\) when both second derivatives of r(x) and s(x) exist. This function class has applications to the theory of majorization.
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difference of convex functions
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complementary slackness
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majorization
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