How we can find an optimal solution for a model with concave-convex objective function?

Barrett Osborn

Barrett Osborn

Answered question

2022-11-13

How we can find an optimal solution for a model with concave-convex objective function?

Answer & Explanation

Regan Holloway

Regan Holloway

Beginner2022-11-14Added 17 answers

Solve Δ f v e x ( x n + 1 ) = Δ g c a v e ( x n ) where f v e x ( . ) is the convex part, being the sum of the two linear functions and gcave is the concave part and x n denotes the n t h iterate of the solution. This is also known as the concave-convex procedure.

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