Convex Analysisの二,三の進展について
Citations
6,592 citations
6,003 citations
5,622 citations
Cites background from "Convex Analysisの二,三の進展について"
...For background on convexity, which is a key property in optimization that in particular eliminates the possibility of a local minimum being di erent from a global minimum, see Rockafellar (1970), Shor (1985), for instance....
[...]
...The vector x can be interpreted as representing a portfolio, with X as the set of available portfolios (subject to various constraints), but other interpretations could be made as well....
[...]
4,644 citations
Cites methods from "Convex Analysisの二,三の進展について"
...Our contributions lie in the notion of regularity, the rigorous treatment, and the introduction of appropriate tools for convex analysis (Rockafellar 1970, sects....
[...]
...For instance, we conclude from theorem 24.2 of Rockafellar (1970) that S(p,1) = lim q→1 G(q) − ∫ 1 p (G′(q) − G′(p))dq (13) for p ∈ (0,1), and because G′(p) is increasing, S(p,1) is increasing as well....
[...]
4,487 citations
References
[...]
38,208 citations
18,200 citations
17,433 citations
10,141 citations
7,935 citations