On optimization properties of functions, with a concave minorant

DOI10.1023/A:1008321729949MaRDI QIDQ1284412zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 16 February 2000

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008321729949

zbMATH Keywords

concave minorantd.c. functionsglobal minimumlower semicontinuous functionsweakly convex functions

Mathematics Subject Classification ID

Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Methods involving semicontinuity and convergence; relaxation (49J45)

Review text

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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(5)

• Minorant methods of stochastic global optimization
• Quadratic support functions in quadratic bilevel problems
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• Submodular maximization and its generalization through an intersection cut lens
• Reliability optimization of a complex system by the stochastic branch and bound method

Describes a project that uses

Uses Software

• Global Optimization Toolbox For Maple

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