Skip to main content

Level Functions of Some Optimal Value Functions

  • Chapter
Optimization and Related Topics

Part of the book series: Applied Optimization ((APOP,volume 47))

  • 522 Accesses

Abstract

Xu (1997) introduced a notion of level function for a quasiconvex function and proposed a method based on level functions for solving quasiconvex programming. In this paper, we investigate the level functions of several classes of optimal value functions and present sufficient conditions for quasiconvexity and abstract quasiconvexity of optimal value functions.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Avriel, M., Diewert, W.E., Shaible, S. and Zang, I. (1988), Generalized Concavity, Plenum, New York.

    Book  MATH  Google Scholar 

  • Andramonov, M. Yu., Rubinov, A.M. and Glover, B.M. (1999), Cutting angle method for minimizing increasing convex-along-rays functions, Applied Mathematics Letters, Vol. 12, 95–100.

    Article  MathSciNet  MATH  Google Scholar 

  • Andramonov, M. Yu., Glover, B.M., Rubinov, A.M. and Xu, H. (1998), Numerical methods for abstract convex programming, in Optimization Techniques and Applications (International Conference on Optimization Techniques and Applications), L. Caccetta et al. (eds.), Perth, Australia, Vol. 1, 229–234.

    Google Scholar 

  • Crouzeix, J.-P. (1983), Duality between direct and indirect utility functions, differentiability properties, Journal of Mathematical Economics, Vol. 12, 149–165.

    Article  MathSciNet  MATH  Google Scholar 

  • Crouzeix, J.-P., Ferland, J.A. and Zalinescu, C., a-Convex Sets and Strong Quasiconvexity, Mathematics of Operations Research, to appear.

    Google Scholar 

  • Diewert, W.E. (1982), Duality approaches to microeconomic theory, In: Handbook of Mathematical Economics, Arrow, K.J. and Intriligator, M.D. (eds.), Vol. 2, Amsterdam, North-Holland.

    Google Scholar 

  • Fiacco, A.V. and Kyparisis, J. (1986), Convexity and concavity properties of the optimal value function in parametric programming, Journal of Optimization Theory and Applications, Vol. 48, 95–126.

    MathSciNet  MATH  Google Scholar 

  • Kelly, Jr. J.E. (1960), The cutting-plane methods for solving convex programs, SIAM, Vol. 8, 703–712.

    Google Scholar 

  • Kyparisis, J. and Fiacco, A.V. (1987), Generalized convexity and concavity properties of the optimal value function in nonlinear programming, Mathematical Programming, Vol. 39, 285–304.

    Article  MathSciNet  MATH  Google Scholar 

  • Makarov, V.L., Levin, M.J. and Rubinov, A.M. (1994), Mathematical Economic Theory, Elsevier, Amsterdam.

    Google Scholar 

  • Pallaschke, D. and Rolewicz, S. (1997), Foundations of Mathematical Optimization, Kluwer Academic Publishers, Dordrecht.

    Book  MATH  Google Scholar 

  • Plastria, F. (1985), Lower subdifferentiable functions and their minimization by cutting planes, Journal of Optimization Theory and Applications, Vol. 46, 37–53.

    Article  MathSciNet  MATH  Google Scholar 

  • Rubinov, A.M. and Glover, B.M. (1997), On generalized quasiconvex conjugation, Contemporary Mathematics, Vol. 204, 199–216.

    Article  MathSciNet  Google Scholar 

  • Rubinov, A.M. and Glover, B.M. (1998), Quasiconvexity via two step functions, In: Generalized Convexity, Generalized Monotonicity: Recent Results, Crouzeix. J.-P. et al. (eds.) Kluwer Academic Publishers, 159–183.

    Google Scholar 

  • Rubinov, A.M. and Vladimirov, A.A. (1998), Convex-along-rays functions and star-shaped sets, Numerical Functional Analysis and Optimization, Vol. 19, 593–613.

    Article  MathSciNet  MATH  Google Scholar 

  • Schaible, S. (1995), Fractional programming, In: Handbook of Global Optimization, Horst, R. and Pardalos, P.M. (eds.), 495–523, Kluwer Academic Publishers, Dordrecht.

    Google Scholar 

  • Thach, P.T. (1991), Quasiconjugates of functions, duality relationship between quasiconvex minimization under a reverse convex constraint and quasiconvex maximization under a convex constraint, and applications, Journal of Mathematical analysis and Applications, Vol. 159, 299–322.

    Article  MathSciNet  MATH  Google Scholar 

  • Xu, H. (1997), Level Function Method for Quasiconvex Programming, Working paper 21/97, School of Information Technology and Mathematical Sciences, University of Ballarat, Victoria, Australia.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2001 Springer Science+Business Media Dordrecht

About this chapter

Cite this chapter

Xu, H. (2001). Level Functions of Some Optimal Value Functions. In: Rubinov, A., Glover, B. (eds) Optimization and Related Topics. Applied Optimization, vol 47. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-6099-6_10

Download citation

  • DOI: https://doi.org/10.1007/978-1-4757-6099-6_10

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-4844-1

  • Online ISBN: 978-1-4757-6099-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics