American Review of Mathematics and Statistics

Locating the Optimizer of a Non-Differentiable Convex Function in N-Space
Godswill U. Achi, Agomoh Ugochukwu K

Abstract
In this paper, we consider the optimization of a convex function in N-space which is a special case of the general non-linear optimization problem of minimizing a non-linear function f(x) over the n-dimensional Euclidean space Rⁿ .The range of applications in which determination of X^* ∈Rⁿ at which f(x)attains its minimum are important is extremely wide. There exists a unique minimizing value when the convex is nondifferentiable and the problem is to find it with minimum functional valuation. This is done by exploiting the connection between a convex function and the accretive operator.

Full Text: PDF     DOI: 10.15640/arms.v4n1a7