I have a non-convex function and want to approximate/relax to convex function, can provide a solution?
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I have a non-convex function whose plot is shown in the figure and want to approximate/relax to convex function. Can you help to make convex?
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Bjorn Gustavsson
2020-11-10
What is on the x-axis? x, z, t, m? What do you mean with "go for the optimal value"? Find the minimum values of y? Why do you want to exclude the first point, is it not a valid data-point? Do you want to make a parameter extimation of ?
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Bruno Luong
2020-11-10
One way: select any point of your curve, compute the taylor expansion; set all odd terrms + negative even terms (excepts constant term) to zero.
This is good approximation around the point you select. If you have other criteria for "approximate/relax", please spell it out loud.
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