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f(expr1,expr2,...,expr3) is convex if f is a convex function and for each expri one of the following conditions hold: f is increasing in argument i and expri is convex. f is decreasing in argument i and expri is concave. expri is affine or constant. Similar logic is applied to establishing concavity or affinity of a function. If a function
The implementations shown in the following sections provide examples of how to define an objective function as well as its jacobian and hessian functions. Objective functions in scipy.optimize expect a numpy array as their first parameter which is to be optimized and must return a float value.
Disciplined convex programming • describe objective and constraints using expressions formed from – a set of basic atoms (affine, convex, concave functions)
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Definition 1. A function f : S ⊂ Rn → R defined on a convex set S is concave if for any two points x1 x2 ∈ , S and for any λ ∈ [0, 1] we have: λx1 (1 − λ) x2 ≥ λf(x1) (1 − λ)f(x2) + +. is called strictly concave if for any two points x1 , x2 ∈ S and for any λ ∈ (0, 1) we have: λx1 (1 − λ) x2 > λf(x1) (1 − λ)f(x2) + +.
May 22, 2024 · Concavity provides valuable insights into how a function curves, distinguishing between concave upward and concave downward shapes, while points of inflection mark locations where the curvature changes sign.
The Lagrange dual function (or just dual function ) is g( )=inf x L(x, )=inf x f0 (x)+ Xm i=1 if i(x)!. The dual function may take on the value -1(e.g. f0 (x)=x). The dual function is always concave since pointwise min of a ne functions Julia Kempe & David Rosenberg (CDS, NYU) DS-GA 1003 February 19, 201921/31
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Convex-concave programming is an organized heuristic for solving nonconvex problems that involve objective and constraint functions that are a sum of a convex and a concave term.