Searching for and quantifying nonconvexity regions of functions. (English) Zbl 1437.91132
Summary: Convexity plays a prominent role in a number of areas, but practical considerations often lead to nonconvex functions. We suggest a method for determining regions of convexity and also for assessing the lack of convexity of functions in the other regions. The method relies on a specially constructed decomposition of symmetric matrices. Illustrative examples accompany theoretical results.
MSC:
| 91B05 | Risk models (general) |
| 91G80 | Financial applications of other theories |
| 26B25 | Convexity of real functions of several variables, generalizations |
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