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JOURNALS // Izvestiya of Saratov University. Mathematics. Mechanics. Informatics // Archive

Izv. Saratov Univ. Math. Mech. Inform., 2020 Volume 20, Issue 2, Pages 142–153 (Mi isu834)

This article is cited in 1 paper

Scientific Part
Mathematics

The external estimate of the compact set by Lebesgue set of the convex function

V. V. Abramova, S. I. Dudov, M. A. Osiptsev

Saratov State University, 83 Astrakhanskaya St., Saratov 410012, Russia

Abstract: The finite-dimensional problem of embedding a given compact $D \subset \mathbb{R}^p$ into the lower Lebesgue set $G (\alpha) = \{y \in \mathbb{R}^p: f (y) \leqslant \alpha \}$ of the convex function $f(\cdot)$ with the smallest value of $\alpha$ due to the offset of $D$ is considered. Its mathematical formalization leads to the problem of minimizing the function $\phi (x) = \max\limits_{y \in D} f (y - x)$ on $\mathbb{R}^p$. The properties of the function $\phi(x)$ are researched, necessary and sufficient conditions and conditions for the uniqueness of the problem solution are obtained. As an important case for applications, the case when $f(\cdot)$ is the Minkowski gauge function of some convex body $M$ is singled out. It is shown that if $M$ is a polyhedron, then the problem reduces to a linear programming problem. The approach to get an approximate solution is proposed in which, having known the approximation of $x_i$ to obtain $x_{i+1}$ it is necessary to solve the simpler problem of embedding the compact set $D$ into the Lebesgue set of the gauge function of the set $M_i= G(a_i)$, where $a_i = f(x_i )$. The rationale for the convergence for a sequence of approximations to the problem solution is given.

Key words: gauge function, external estimate, subdifferential, quasiconvex function, strongly convex set, strongly convex function.

UDC: 519.853

Received: 12.03.2019
Accepted: 05.06.2019

DOI: 10.18500/1816-9791-2020-20-2-142-153



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