Searching for and quantifying nonconvexity regions of functions

DOI10.1007/S10986-019-09465-6MaRDI QIDQ2304429zbMATH OpenOpenAlexFDO

Authors Youri Davydov, E. M. Moldavs'ka, Ričardas Zitikis

Publication date 11 March 2020

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-019-09465-6

zbMATH Keywords

convex analysisHessiannonconvexitypenalty functionrisk assessmentWeyl inequality

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Risk models (general) (91B05) Financial applications of other theories (91G80)

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Cites work

• Assessing transfer functions in control systems
• Convex rearrangements of random walks
• Estimating the index of increase via balancing deterministic and random data
• scientific article; zbMATH DE number 2152204 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Multivariate dispersion, central regions and depth. The lift zonoid approach
• On the measurement of concentration and variability of characters
• Quantifying non-monotonicity of functions and the lack of positivity in signed measures

Cited in

(6)

• Quantitative measure of nonconvexity for black-box continuous functions
• Traversing non-convex regions
• Statistical analysis of measures of non-convexity
• Assessing Monotonicity: An Approach Based on Transformed Order Statistics
• Detecting systematic anomalies affecting systems when inputs are stationary time series
• Joint matricial range and joint congruence matricial range of operators

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