Title of article :
Derivative of an integral over a convex polytope
Author/Authors :
Müller، نويسنده , , C. and Feuer، نويسنده , , A. and Goodwin، نويسنده , , G.C.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
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.
Keywords :
Integral over polytope
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters