拟凸函数:如何分离,如果有必要!

J. B. G. Frenk, J. Gromicho, Shuzhong Zhang
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引用次数: 0

摘要

由于拟凸函数具有凸的下水平集,因此可以通过分离超平面来最小化它们。这种程序的一个例子,众所周知的凸函数,是子梯度法。然而,在拟凸情况下,分离超平面的法向量通常不容易求出。本文试图对确定这种法向量的计算方面和拟凸函数的低水平集的几何性质有一些深入的了解。为此,对拟凸函数的方向可导性进行了深入的研究。研究结果表明拟凸函数的一个重要子集属于拟可微函数类。然而,主要的重点是计算实际的分隔符。文中列举了一些重要的例子作说明。
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Quasiconvex functions: how to separate, if you must!
"Since quasiconvex functions have convex lower level sets it is possible to minimize them by means of separating hyperplanes. An example of such a procedure, well-known for convex functions, is the subgradient method. However, to nd the normal vector of a separating hyperplane is in general not easy for the quasiconvex case. This paper attempts to gain some insight into the computational aspects of determining such a normal vector and the geometry of lower level sets of quasiconvex functions. In order to do so, the directional di erentiability of quasiconvex functions is thoroughly studied. As a consequence of that study, it is shown that an important subset of quasiconvex functions belongs to the class of quasidifferentiable functions. The main emphasis is, however, on computing actual separators. Some important examples are worked out for illustration."
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