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In many optimization problems, computing the concave envelope of a nonconcave function defined on a set S⊆ℝⁿ can provide tight upper bounds on the objective.
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In many optimization problems, computing the concave envelope of a nonconcave function defined on a set S⊆ℝⁿ can provide tight upper bounds on the objective.
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Related words
concave envelope
Noun
of a function on a set
Japanese Meaning
数学・最適化理論において、与えられた集合S上で定義された実数値関数fに対し、S上でfを超過評価（または等しく評価）する中で、最も低い値を示す凹関数。
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