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Strongly quasiconvex functions: what we know (so far)

Sorin-Mihai Grad, Felipe Lara, Raúl T. Marcavillaca

Abstract

Introduced by Polyak in 1966, the class of strongly quasiconvex functions includes some interesting nonconvex members, like the square root of the Euclidean norm or ratios with a nonnegative strongly convex numerator and a concave and positive denominator. This survey collects the vast majority of the results involving strongly quasiconvex functions available in the literature at the moment, presenting, in particular, algorithms for minimizing such functions, and suggests some directions where additional investigations would be welcome.

Strongly quasiconvex functions: what we know (so far)

Abstract

Introduced by Polyak in 1966, the class of strongly quasiconvex functions includes some interesting nonconvex members, like the square root of the Euclidean norm or ratios with a nonnegative strongly convex numerator and a concave and positive denominator. This survey collects the vast majority of the results involving strongly quasiconvex functions available in the literature at the moment, presenting, in particular, algorithms for minimizing such functions, and suggests some directions where additional investigations would be welcome.

Paper Structure

This paper contains 16 sections, 49 theorems, 52 equations, 12 algorithms.

Key Result

Proposition 9

(cf. ILM) Let the set $\emptyset \neq K \subseteq {\mathbb{R}}^{n}$, and functions $h: \mathbb{R}^n \rightarrow \overline{{\mathbb{R}}}$ and $g: {\mathbb{R}}^{n} \rightarrow {\mathbb{R}}$ such that $K\cap \mathop{\mathrm{dom}}\nolimits h \neq \emptyset$ and $g(K)\subseteq ]0, +\infty[$. When $h$ is then $h/g$ is strongly quasiconvex with modulus $\gamma^{\prime}= {\gamma}/{M} > 0$ on $K$.

Theorems & Definitions (112)

  • Example 1
  • Example 2
  • Example 3
  • Example 4
  • Example 5
  • Example 6
  • Example 7
  • Example 8
  • Proposition 9
  • Corollary 10
  • ...and 102 more