Original scientific paper
Estimating convexifiers in continuous optimization
S. Zlobec
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
Publication date:
22.12.2003.
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