IDEAS home Printed from
   My bibliography  Save this article

Optimization on directionally convex sets


  • Vladimir Naidenko



Directional convexity generalizes the concept of classical convexity. We investigate OC-convexity generated by the intersections of C-semispaces that efficiently approximates directional convexity. We consider the following optimization problem in case of the direction set of OC-convexity being infinite. Given a compact OC-convex set A, maximize a linear form L subject to A. We prove that there exists an OC-extreme solution of the problem. We introduce the notion of OC-quasiconvex function. Ii is shown that if O is finite then the constrained maximum of an OC-quasiconvex function on the set A is attained at an OC-extreme point of A. We show that the OC-convex hull of a finite point set represents the union of a finite set of polytopes in case of the direction set being finite. Copyright Springer-Verlag 2009

Suggested Citation

  • Vladimir Naidenko, 2009. "Optimization on directionally convex sets," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 17(1), pages 55-63, March.
  • Handle: RePEc:spr:cejnor:v:17:y:2009:i:1:p:55-63
    DOI: 10.1007/s10100-008-0074-y

    Download full text from publisher

    File URL:
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item


    Directional convexity; Optimization;


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:cejnor:v:17:y:2009:i:1:p:55-63. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.