Characterization and Approximation of the Convex Envelope of a Function
F. Kadhi and
A. Trad
Journal of Optimization Theory and Applications, 2001, vol. 110, issue 2, No 12, 457-466
Abstract:
Abstract We characterize the convex envelope of a given function f as the unique solution of a convex programming problem. It allows us to build a sequence of convex and polygonal function un that converges uniformly to the convex envelope of f.
Keywords: Convex envelope; optimization; convex programming; approximation (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017591716397
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