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A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations

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  • Siem, A.Y.D.

    (Tilburg University, Center For Economic Research)

  • den Hertog, D.

    (Tilburg University, Center For Economic Research)

  • Hoffmann, A.L.

Abstract

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Suggested Citation

  • Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:a3afe119-3957-4700-a895-4a3c5e533b06
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    References listed on IDEAS

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    1. Fruhwirth, B. & Bukkard, R. E. & Rote, G., 1989. "Approximation of convex curves with application to the bicriterial minimum cost flow problem," European Journal of Operational Research, Elsevier, vol. 42(3), pages 326-338, October.
    2. Yang, X. Q. & Goh, C. J., 1997. "A method for convex curve approximation," European Journal of Operational Research, Elsevier, vol. 97(1), pages 205-212, February.
    3. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    4. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2008. "The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves," European Journal of Operational Research, Elsevier, vol. 189(2), pages 347-362, September.
    5. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
    6. Siem, A.Y.D. & de Klerk, E. & den Hertog, D., 2005. "Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions," Discussion Paper 2005-73, Tilburg University, Center for Economic Research.
    7. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2006. "The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves," Discussion Paper 2006-66, Tilburg University, Center for Economic Research.
    8. den Boef, E. & den Hertog, D., 2004. "Efficient Line Searching for Convex Functions," Discussion Paper 2004-52, Tilburg University, Center for Economic Research.
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    Citations

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    Cited by:

    1. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
    2. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2008. "The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves," European Journal of Operational Research, Elsevier, vol. 189(2), pages 347-362, September.
    3. Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.

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