Momo
Reputation: 3
How can I convert xlog(u(x)) into a concave function, given u(x) is concave w.r.t. x?
How can I convert xlog(u(x)) into a concave function, given u(x) is concave w.r.t. x?
Tried subtituting x with other functions e.g. x=log(y) etc. and prove the joint concavity w.r.t. x and y, but failed.
Is there anyways to construct such a function?
Upvotes: 0
Views: 30
Answers (0)
Related Questions
- Solve a pair of coupled nonlinear equations within certain limits
- How to minimize a non-linear function with constraints in c#?
- How to construct an objective function with n terms for optimisation in R using nloptr?
- Multidimensional non-linear optimization in python
- scipy.optimize.minimize('SLSQP') too slow when given 2000 dim variable
- Wrappers for solvers of general nonconvex/nonlinear constrained problems (NLP) for Matlab