- concave programming
- иссл. опер. выпуклое программирование (совокупность методов решения нелинейных экстремальных задач максимизации вогнутой функции на выпуклой области допустимых значений)See:
Англо-русский экономический словарь.
concave programming
Смотреть что такое "concave programming" в других словарях:
Linear programming — (LP, or linear optimization) is a mathematical method for determining a way to achieve the best outcome (such as maximum profit or lowest cost) in a given mathematical model for some list of requirements represented as linear relationships.… … Wikipedia
Nonlinear programming — In mathematics, nonlinear programming (NLP) is the process of solving a system of equalities and inequalities, collectively termed constraints, over a set of unknown real variables, along with an objective function to be maximized or minimized,… … Wikipedia
Dynamic programming — For the programming paradigm, see Dynamic programming language. In mathematics and computer science, dynamic programming is a method for solving complex problems by breaking them down into simpler subproblems. It is applicable to problems… … Wikipedia
Robert B. Wilson — Robert Butler Wilson (* 1937 in Geneva, Nebraska) ist ein US amerikanischer Wirtschaftswissenschaftler. Inhaltsverzeichnis 1 Leben und Wirken 2 Werke 3 Auszeichnungen 4 … Deutsch Wikipedia
Вогнутое программирование — [concave programming] см. Выпуклое программирование … Экономико-математический словарь
Mathematical optimization — For other uses, see Optimization (disambiguation). The maximum of a paraboloid (red dot) In mathematics, computational science, or management science, mathematical optimization (alternatively, optimization or mathematical programming) refers to… … Wikipedia
Convex optimization — Convex minimization, a subfield of optimization, studies the problem of minimizing convex functions over convex sets. Given a real vector space X together with a convex, real valued function defined on a convex subset of X, the problem is to find … Wikipedia
Non-convexity (economics) — In economics, non convexity refers to violations of the convexity assumptions of elementary economics. Basic economics textbooks concentrate on consumers with convex preferences (that do not prefer extremes to in between values) and convex budget … Wikipedia
Cutting-plane method — In mathematical optimization, the cutting plane method is an umbrella term for optimization methods which iteratively refine a feasible set or objective function by means of linear inequalities, termed cuts. Such procedures are popularly used to… … Wikipedia
Dual problem — In constrained optimization, it is often possible to convert the primal problem (i.e. the original form of the optimization problem) to a dual form, which is termed a dual problem. Usually dual problem refers to the Lagrangian dual problem but… … Wikipedia
Quasiconvex function — In mathematics, a quasiconvex function is a real valued function defined on an interval or on a convex subset of a real vector space such that the inverse image of any set of the form ( infty,a) is a convex set. Definition and… … Wikipedia
