Additive envelopes of continuous functions

Bruno H. Strulovici; Thomas A. Weber

doi:10.1016/j.orl.2010.01.004

Additive envelopes of continuous functions

Bruno H. Strulovici, Thomas A. Weber^*

^*Corresponding author for this work

Economics

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

We present an iterative method for constructing additive envelopes of continuous functions on a compact set, with contact at a specified point. For elements of a class of submodular functions we provide closed-form expressions for such additive envelopes.

Original language	English (US)
Pages (from-to)	165-168
Number of pages	4
Journal	Operations Research Letters
Volume	38
Issue number	3
DOIs	https://doi.org/10.1016/j.orl.2010.01.004
State	Published - May 2010

Funding

This research was in part supported by a David Morgenthaler faculty scholarship and a presidential faculty grant at Stanford University.

Keywords

Additive functions
Pareto optimality
Robust optimization
Superposition

ASJC Scopus subject areas

Software
Management Science and Operations Research
Industrial and Manufacturing Engineering
Applied Mathematics

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10.1016/j.orl.2010.01.004

Cite this

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title = "Additive envelopes of continuous functions",

abstract = "We present an iterative method for constructing additive envelopes of continuous functions on a compact set, with contact at a specified point. For elements of a class of submodular functions we provide closed-form expressions for such additive envelopes.",

keywords = "Additive functions, Pareto optimality, Robust optimization, Superposition",

author = "Strulovici, {Bruno H.} and Weber, {Thomas A.}",

note = "Funding Information: This research was in part supported by a David Morgenthaler faculty scholarship and a presidential faculty grant at Stanford University. ",

year = "2010",

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doi = "10.1016/j.orl.2010.01.004",

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AU - Strulovici, Bruno H.

AU - Weber, Thomas A.

N1 - Funding Information: This research was in part supported by a David Morgenthaler faculty scholarship and a presidential faculty grant at Stanford University.

PY - 2010/5

Y1 - 2010/5

N2 - We present an iterative method for constructing additive envelopes of continuous functions on a compact set, with contact at a specified point. For elements of a class of submodular functions we provide closed-form expressions for such additive envelopes.

AB - We present an iterative method for constructing additive envelopes of continuous functions on a compact set, with contact at a specified point. For elements of a class of submodular functions we provide closed-form expressions for such additive envelopes.

KW - Additive functions

KW - Pareto optimality

KW - Robust optimization

KW - Superposition

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DO - 10.1016/j.orl.2010.01.004

M3 - Article

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VL - 38

SP - 165

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JO - Operations Research Letters

JF - Operations Research Letters

IS - 3

ER -

Additive envelopes of continuous functions

Abstract

Funding

Keywords

ASJC Scopus subject areas

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