A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations

A.Y.D. Siem, Dick Den Hertog and A.L. Hoffmann
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A.Y.D. Siem: Tilburg University, Center For Economic Research

No 2007-67, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: approximation; convexity; meta-model; Sandwich algorithm (search for similar items in EconPapers)
Date: 2007
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