- 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
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