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Calculating the cone of directions of constancy

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Abstract

This note presents an algorithm that finds the cone of directions of constancy of a differentiable, faithfully convex function.

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References

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Communicated by A. V. Fiacco

This work was supported by the National Research Council of Canada. The author is indebted to Professor S. Zlobec for suggesting the topic and for his guidance.

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Wolkowicz, H. Calculating the cone of directions of constancy. J Optim Theory Appl 25, 451–457 (1978). https://doi.org/10.1007/BF00932906

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