Convexification of nonsmooth monotone functions (Q933812)
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English | Convexification of nonsmooth monotone functions |
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Convexification of nonsmooth monotone functions (English)
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25 July 2008
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The article extends a convexification idea for monotone functions from the smooth to the nonsmooth case. In fact, a real valued function of several variables is called monotone, if it is monotone in each variable. For a nonsmooth monotone function the article gives sufficient conditions under which a smooth global coordinate transformation convexifies the function. Several examples illustrate this result.
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Global Optimization
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nonsmooth optimization
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semismooth functions
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convexification methods
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