On the minimizing trajectory of convex functions with unbounded level sets

被引:4
|
作者
Obuchowska, WT [1 ]
机构
[1] Chowan Coll, Dept Math, Murfreesboro, NC 27855 USA
关键词
convex function; cone of recession; unattained infimum; unbounded level set;
D O I
10.1023/B:COAP.0000004979.76493.d4
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider a convex function f(x) with unbounded level sets. Many algorithms, if applied to this class of functions, do not guarantee convergence to the global infimum. Our approach to this problem leads to a derivation of the equation of a parametrized curve x(t), such that an infimum of f(x) along this curve is equal to the global infimum of the function on Rn. We also investigate properties of the vectors of recession, showing in particular how to determine a cone of recession of the convex function. This allows us to determine a vector of recession required to construct the minimizing trajectory.
引用
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页码:37 / 52
页数:16
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