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Convexification of Nonsmooth Monotone Functions1

X. L. Sun, H. Z. Luo and D. Li
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X. L. Sun: Fudan University
H. Z. Luo: Shanghai University
D. Li: Chinese University of Hong Kong

Journal of Optimization Theory and Applications, 2007, vol. 132, issue 2, No 7, 339-351

Abstract: Abstract We consider a convexification method for a class of nonsmooth monotone functions. Specifically, we prove that a semismooth monotone function can be converted into a convex function via certain convexification transformations. The results derived in this paper lay a theoretical base to extend the reach of convexification methods in monotone optimization to nonsmooth situations.

Keywords: Global optimization; nonsmooth optimization; semismooth functions; convexification methods (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10957-006-9160-2

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