The Necessary and Sufficient Conditions for Representing Lipschitz Bivariate Functions as a Difference of Two Convex Functions

Details The Necessary and Sufficient Conditions for Representing Lipschitz Bivariate Functions as a Difference of Two Convex Functions The Necessary and Sufficient Conditions for Representing Lipschitz Bivariate Functions as a Difference of Two Convex Functions

2012-04-08

arxiv.org/abs/1204.1727v1

Mathematics

Optimization and Control

Scientific paper

In the article the necessary and sufficient conditions for a representation of Lipschitz function of two variables as a difference of two convex functions are formulated. An algorithm of this representation is given. The outcome of this algorithm is a sequence of pairs of convex functions that converge uniformly to a pair of convex functions if the conditions of the formulated theorems are satisfied. A geometric interpretation is also given.

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