Fk. Hwang et Ug. Rothblum, DIRECTIONAL-QUASI-CONVEXITY, ASYMMETRIC SCHUR-CONVEXITY AND OPTIMALITY OF CONSECUTIVE PARTITIONS, Mathematics of operations research, 21(3), 1996, pp. 540-554
Citations number
20
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
The current paper has the following distinct goals: 1. To generalize s
tandard quasi-convexity to obtain a weaker property of functions that
suffices for optimality of extreme points. Specifically, it is require
d that intersections of the level sets of the function with line segme
nts having direction in a prescribed set are convex. 2. To characteriz
e Schur-convexity for symmetric functions through the above generaliza
tion of quasi-convexity, thereby obtaining a previously unknown relati
onship of Schur-convexity and (standard) convexity. The new characteri
zation is used to extend the definition of Schur-convexity to function
s which are not symmetric. 3. To obtain new sufficient conditions for
the optimality of consecutive partitions, by using the new definition
of Schur-convexity for functions that are not necessarily symmetric. T
he conclusion that Schur-convexity is an instance of a convexity prope
rty that implies the optimality of extreme points, unifies two approac
hes that were used in the literature to prove optimality of subsets of
the domain of real-valued functions. The two tools-quasi-convexity an
d Schur-convexity-were previously considered as distinct techniques.