Topic

# Concave function

About: Concave function is a(n) research topic. Over the lifetime, 1415 publication(s) have been published within this topic receiving 33278 citation(s).

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TL;DR: In this article, the authors developed two methods for imposing curvature conditions globally in the context of cost function estimation, based on a generalization of a functional form first proposed by McFadden.

Abstract: Empirically estimated flexible functional forms frequently fail to satisfy the appropriate theoretical curvature conditions. Lau and Gallant and Golub have worked out methods for imposing the appropriate curvature conditions locally, but those local techniques frequently fail to yield satisfactory results. We develop two methods for imposing curvature conditions globally in the context of cost function estimation. The first method adopts Lau's technique to a generalization of a functional form first proposed by McFadden. Using this Generalized McFadden functional form, it turns out that imposing the appropriate curvature conditions at one data point imposes the conditions globally. The second method adopts a technique used by McFadden and Barnett, which is based on the fact that a non-negative sum of concave functions will be concave. Our various suggested techniques are illustrated using the U.S. Manufacturing data utilized by Berndt and Khaled

996 citations

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TL;DR: In this article, the authors extend the Prekopa-leindler theorem to other types of convex combinations of two positive functions and strengthen it by introducing the notion of essential addition.

Abstract: We extend the Prekopa-Leindler theorem to other types of convex combinations of two positive functions and we strengthen the Prekopa—Leindler and Brunn-Minkowski theorems by introducing the notion of essential addition. Our proof of the Prekopa—Leindler theorem is simpler than the original one. We sharpen the inequality that the marginal of a log concave function is log concave, and we prove various moment inequalities for such functions. Finally, we use these results to derive inequalities for the fundamental solution of the diffusion equation with a convex potential.

931 citations

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TL;DR: In this article, a class of semilinear elliptic Dirichlet boundary value problems where the combined effects of a sublinear and a superlinear term allow us to establish some existence and multiplicity results is considered.

Abstract: This paper deals with a class of semilinear elliptic Dirichlet boundary value problems where the combined effects of a sublinear and a superlinear term allow us to establish some existence and multiplicity results.

908 citations

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TL;DR: In this paper, the authors developed two methods for imposing curvature conditions globally in the context of cost function estimation, based on a generalization of a functional form first proposed by McFadden.

Abstract: Empirically estimated flexible functional forms frequently fail to satisfy the appropriate theoretical curvature conditions. Lau and Gallant and Golub have worked out methods for imposing the appropriate curvature conditions locally, but those local techniques frequently fail to yield satisfactory results. We develop two methods for imposing curvature conditions globally in the context of cost function estimation. The first method adopts Lau's technique to a generalization of a functional form first proposed by McFadden. Using this Generalized McFadden functional form, it turns out that imposing the appropriate curvature conditions at one data point imposes the conditions globally. The second method adopts a technique used by McFadden and Barnett, which is based on the fact that a non-negative sum of concave functions will be concave. Our various suggested techniques are illustrated using the U.S. Manufacturing data utilized by Berndt and Khaled

851 citations

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TL;DR: In this paper, a man-machine interactive mathematical programming method is presented for solving the multiple criteria problem involving a single decision maker, where all decision-relevant criteria or objective functions are concave functions to be maximized, and the constraint set is convex.

Abstract: In this paper a man-machine interactive mathematical programming method is presented for solving the multiple criteria problem involving a single decision maker. It is assumed that all decision-relevant criteria or objective functions are concave functions to be maximized, and that the constraint set is convex. The overall utility function is assumed to be unknown explicitly to the decision maker, but is assumed to be implicitly a linear function, and more generally a concave function of the objective functions. To solve a problem involving multiple objectives the decision maker is requested to provide answers to yes and no questions regarding certain trade offs that he likes or dislikes. Convergence of the method is proved; a numerical example is presented. Tests of the method as well as an extension of the method for solving integer linear programming problems are also described.

716 citations