Abstract
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.
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Research supported by an NSERC of Canada grant
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Zlobec, S. On the Liu–Floudas Convexification of Smooth Programs. J Glob Optim 32, 401–407 (2005). https://doi.org/10.1007/s10898-004-3134-4
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DOI: https://doi.org/10.1007/s10898-004-3134-4