This article is cited in
2 papers
MATHEMATICS
Application of extreme sub- and epiarguments, convex and concave envelopes to search for global extrema
O. E. Galkin,
S. Yu. Galkina National Research University Higher School of Economics, ul. Bolshaya Pecherskaya, 25/12, Nizhni Novgorod,
603155, Russia
Abstract:
For real-valued functions
$f$, defined on subsets of real linear spaces, the notions of extreme subarguments, extreme epiarguments, natural convex
$\check{f}$ and natural concave
$\hat{f}$ envelopes are introduced. It is shown that for any strictly convex function
$g$, any point of the global maximum of the function
$f+g$ is an extreme subargument for the function
$f$. A similar result is obtained for functions of the form
$f/v + g$. Based on these results, a method is proposed, that facilitates the search for global extrema of functions in some cases. It is proved that under certain conditions the functions
$f/v+g$ and
$\hat{f}/v+g$ have the same global maximum and the same points of the global maximum. Necessary and sufficient conditions for the naturalness of the convex envelope of function are given. A sufficient condition for the invariance of values of the concave envelope
$\hat{f}$ during narrowing the domain of
$f$ is established. Extreme sub- and epiarguments for continuous nowhere differentiable Gray-Takagi function
$K(x)$ of Kobayashi on the segment
$[0;1]$ are found. Moreover, the global extrema of the function
$K(x)/\cos{x}$ and the global maximum of the function
$K(x)-\sqrt{x(1-x)}$ on
$[0;1]$ are calculated. The article is provided with examples and graphic illustrations.
Keywords:
nondifferentiable optimization, extreme subarguments (subabscissae) and epiarguments (epiabscissae) of function, natural convex and concave envelopes of function, Gray Takagi function of Kobayashi.
UDC:
517.518.244,
519.6
MSC: 26A27,
26A30,
26B25,
49M30,
90C26 Received: 16.09.2019
DOI:
10.20537/vm190402