I have a function which is very long and complicated. There are four independent parameters; three parameters are positive real and one remaining is positive Integer. I would like to test is the function monotonically convex? I believe that the function is not monotone, and hence, I want to show there is at least an optimum point. I have tried to use a numerical method, the Newton method, to find an optimum point for the function. However, the Newton method may have problems with the integer parameter.
One of my colleagues have suggested that:
Discrete the parameters to two category I: three real parameters II: the integer parameter. Guess a value for integer parameter and use the Newton method to optimize the remaining three parameters. Then, update the integer parameter, and then again optimize the three real parameters. Then update the integer parameter and so on to converge to an optimum point. However, I am not sure this may work or not. In addition, I do not know how to update the integer parameter in such process.
In summery, I would like to optimize a complicated function, with four parameters which three of them are real and one of them is integer. Can you propose an optimization method to deal which such problem?
Thank you.