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Original scientific paper

Estimating convexifiers in continuous optimization

S. Zlobec


Full text: english pdf 228 Kb

page 129-137

downloads: 642

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Abstract

Every function of several variables with the continuous second
derivative can be convexified (i.e., made convex) by adding to it a
quadratic "convexifier". In this paper we give simple estimates on the
bounds of convexifiers. Using the idea of convexification, many problems in applied mathematics can be reduced to convex mathematical programming models. This is illustrated here for nonlinear programs and systems of nonlinear equations.

Keywords

twice continuously differentiable function; convexifier; nonlinear programming; convex model; system of nonlinear equations

Hrčak ID:

724

URI

https://hrcak.srce.hr/724

Publication date:

22.12.2003.

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