Journal of Global Optimization

, Volume 32, Issue 3, pp 401–407 | Cite as

On the Liu–Floudas Convexification of Smooth Programs



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.


Global optimum convexification Lipschitz continuously differentiable function 

AMS Subject Classifications

90C30 90C31 


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Copyright information

© Springer 2005

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsMcGill UniversityQuebecCanada

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