APPROXIMATING ONE CONVEX FUNCTION BY ANOTHER,
Abstract
The report describes a simple iterative procedure for approximating one convex function, relative to a given constraint set, by another convex function, having the same constraint set, plus an appropriate linear function. This procedure is particularly useful when efficient digital computer programs are already available for minimizing functions that differ from some other convex function by a linear function. A theorem is presented that gives sufficient conditions for such a procedure to succeed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1968
- Accession Number
- AD0666415
Entities
People
- Jon Folkman
- Norman Shapiro
Organizations
- RAND Corporation