On the Structure of Convex Piecewise Quadratic Functions

Convex piecewise quadratic functions (CPQF) play an important role in mathematical programming, and yet their structure has not been fully studied. In this paper, these functions are categorized into difference-definite and difference-indefinite types. We show that, for either type, the expressions...

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Main Author: Sun, Jie
Format: Journal Article
Language:English
Published: Springer New York LLC 1992
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/91446
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author Sun, Jie
author_facet Sun, Jie
author_sort Sun, Jie
building Curtin Institutional Repository
collection Online Access
description Convex piecewise quadratic functions (CPQF) play an important role in mathematical programming, and yet their structure has not been fully studied. In this paper, these functions are categorized into difference-definite and difference-indefinite types. We show that, for either type, the expressions of a CPQF on neighboring polyhedra in its domain can differ only by a quadratic function related to the common boundary of the polyhedra. Specifically, we prove that the monitoring function in extended linear-quadratic programming is difference-definite. We then study the case where the domain of the difference-definite CPQF is a union of boxes, which arises in many applications. We prove that any such function must be a sum of a convex quadratic function and a separable CPQF. Hence, their minimization problems can be reformulated as monotropic piecewise quadratic programs. © 1992 Plenum Publishing Corporation.
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spelling curtin-20.500.11937-914462023-04-20T05:42:32Z On the Structure of Convex Piecewise Quadratic Functions Sun, Jie Science & Technology Technology Physical Sciences Operations Research & Management Science Mathematics, Applied Mathematics CONVEX POLYHEDRA EXTENDED LINEAR-QUADRATIC PROGRAMS MONOTROPIC PROGRAMMING PIECEWISE QUADRATIC FUNCTIONS SEPARABILITY OF FUNCTIONS Convex piecewise quadratic functions (CPQF) play an important role in mathematical programming, and yet their structure has not been fully studied. In this paper, these functions are categorized into difference-definite and difference-indefinite types. We show that, for either type, the expressions of a CPQF on neighboring polyhedra in its domain can differ only by a quadratic function related to the common boundary of the polyhedra. Specifically, we prove that the monitoring function in extended linear-quadratic programming is difference-definite. We then study the case where the domain of the difference-definite CPQF is a union of boxes, which arises in many applications. We prove that any such function must be a sum of a convex quadratic function and a separable CPQF. Hence, their minimization problems can be reformulated as monotropic piecewise quadratic programs. © 1992 Plenum Publishing Corporation. 1992 Journal Article http://hdl.handle.net/20.500.11937/91446 10.1007/BF00939839 English Springer New York LLC fulltext
spellingShingle Science & Technology
Technology
Physical Sciences
Operations Research & Management Science
Mathematics, Applied
Mathematics
CONVEX POLYHEDRA
EXTENDED LINEAR-QUADRATIC PROGRAMS
MONOTROPIC PROGRAMMING
PIECEWISE QUADRATIC FUNCTIONS
SEPARABILITY OF FUNCTIONS
Sun, Jie
On the Structure of Convex Piecewise Quadratic Functions
title On the Structure of Convex Piecewise Quadratic Functions
title_full On the Structure of Convex Piecewise Quadratic Functions
title_fullStr On the Structure of Convex Piecewise Quadratic Functions
title_full_unstemmed On the Structure of Convex Piecewise Quadratic Functions
title_short On the Structure of Convex Piecewise Quadratic Functions
title_sort on the structure of convex piecewise quadratic functions
topic Science & Technology
Technology
Physical Sciences
Operations Research & Management Science
Mathematics, Applied
Mathematics
CONVEX POLYHEDRA
EXTENDED LINEAR-QUADRATIC PROGRAMS
MONOTROPIC PROGRAMMING
PIECEWISE QUADRATIC FUNCTIONS
SEPARABILITY OF FUNCTIONS
url http://hdl.handle.net/20.500.11937/91446