On the Liu–Floudas Convexification of Smooth Programs
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It is well known that a twice continuously differentiable function can be convexified by a simple quadratic term. Here we show that the convexification is possible also for every Lipschitz continuously differentiable function. This implies that the Liu–Floudas convexification works for, loosely speaking, almost every smooth program occurring in practice.
KeywordsGlobal optimum convexification Lipschitz continuously differentiable function
AMS Subject Classifications90C30 90C31
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