On optimization properties of functions, with a concave minorant (Q1284412)
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English | On optimization properties of functions, with a concave minorant |
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On optimization properties of functions, with a concave minorant (English)
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16 February 2000
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The aim of the paper is to study the so-called c.m. class of functions, which admit a concave minorant at any point. This class of functions is strictly contained in the class of lower semicontinuous functions, even though any function in the latter class can be represented as the supremum of countably many concave functions. On the other hand, the c.m. class strictly contains another class used in global optimization, namely the class of functions representable as the difference of two convex functions. The stability of the c.m. class with respect to several operations is investigated and it is proved that the problem of the global minimization of a c.m. function can be approximated by a sequence of concave programming problems. The case when the domain of the function is a polytope is investigated in greater detail.
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concave minorant
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d.c. functions
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global minimum
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lower semicontinuous functions
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weakly convex functions
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