Semi-Lagrangian scheme: Difference between revisions

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en>Skimnc
INTRO: Linked to the Lagrangian vs. Eulerian page in the introduction. Added a sentence in the intro roughly describing what semi-Lagrangian means. REFS: One of the links was broken, and added more info to another link, and another ref
en>Pierre cb
→‎References: Better sub-category
 
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In [[vector calculus]], an '''invex function''' is a differentiable function ''&fnof;'' from '''R'''<sup>''n''</sup> to '''R''' for which there exists a vector valued function ''g'' such that
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: <math>f(x) - f(u) \geqq g(x, u) \cdot \nabla f(u), \, </math>
 
for all ''x'' and ''u''.
 
Invex functions were introduced by Hanson <ref>M.A. Hanson, On sufficiency of the Kuhn–Tucker conditions, J. Math. Anal. Appl. 80, pp. 545–550 (1981)</ref> as a generalization of [[convex function]]s.  Ben-Israel and Mond <ref>Ben-Israel, A. and Mond, B., What is invexity?, The [[ANZIAM Journal]] 28, pp. 1–9 (1986)</ref> provided a simple proof that a function is invex if and only if every [[stationary point]] is a [[global minimum]].
 
Hanson also showed that if the objective and the constraints of an optimization problem are invex with respect to the same function ''g''(''x'',&nbsp;''u''), then the [[Karush–Kuhn–Tucker conditions]] are sufficient for a global minimum.
 
A slight generalization of invex functions called '''Type 1 invex functions''' are the most general class of functions for which the [[Karush–Kuhn–Tucker conditions]] are necessary and sufficient for a global minimum.<ref>M.A. Hanson, Invexity and the Kuhn-Tucker Theorem, J. Math. Anal. Appl. vol. 236, pp. 594–604 (1999)</ref>
 
==See also==
* [[Convex function]]
* [[Pseudoconvex function]]
* [[Quasiconvex function]]
 
==References==
 
<references/>
 
==Further reading==
 
S. K. Mishra and G. Giorgi, Invexity and optimization, Nonconvex optimization and Its Applications, Vol. 88, Springer-Verlag, Berlin, 2008.
 
[[Category:Real analysis]]
[[Category:Types of functions]]
[[Category:Convex analysis]]
[[Category:Generalized convexity]]

Latest revision as of 06:57, 12 August 2014

My name is Denice (28 years old) and my hobbies are Videophilia (Home theater) and Air sports.

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