Search Results - subject:"convex calculus rules"

A simple view on convex analysis and its applications

Brinkhuis, J.; Tikhomirov, V. - Erasmus University Rotterdam, Econometric Institute - 2005

analysis. The operators of duality correspond to the operator of differentiation. The convex calculus rules for convex objects … statements 4 and 5 respectively. For other convex objects, all convex calculus rules will be derived from theorem 1. Now we give … calculus rules consist of the statements 2.–5. of theorem 1. Note that the statements 2 and 3 are special cases of the …

Persistent link: https://www.econbiz.de/10004972179

A simple view on convex analysis and its applications

Brinkhuis, Brinkhuis, J.; Tikhomirov, V. - Faculteit der Economische Wetenschappen, Erasmus … - 2005

Our aim is to give a simple view on the basics and applications of convex analysis. The essential feature of this account is the systematic use of the possibility to associate to each convex object---such as a convex set, a convex function or a convex extremal problem--- a cone, without loss of...

Persistent link: https://www.econbiz.de/10010837913