Derivative of an integral over a convex polytope

Title: Derivative of an integral over a convex polytope
Creator: Müller, C.; Feuer, A.; Goodwin, G. C.
Relation: Applied Mathematics Letters Vol. 24, Issue 7, p. 1120-1123
Publisher Link: http://dx.doi.org/10.1016/j.aml.2011.01.037
Publisher: Elsevier
Resource Type: journal article
Date: 2011
Description: Many problems in optimization lead to a cost function in the form of an integral over a polytope. To find the gradient or Hessian of such costs one needs to take the derivative of an integral over a convex polytope with respect to the parameters defining the polytope. The contribution of the current paper is to present a formula for such derivatives.
Subject: Integral over polytope
Identifier: http://hdl.handle.net/1959.13/1064416
Identifier: uon:17519
Identifier: ISSN:0893-9659
Language: eng
Reviewed

		Thumbnail	File	Description	Size	Format