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THE CONVEX ENVELOPE OF (N-1)-CONVEX FUNCTIONS.

Authors :
JACH, MATTHIAS
MICHAELS, DENNIS
WEISMANTEL, ROBERT
Source :
SIAM Journal on Optimization. 2008, Vol. 19 Issue 3, p1451-1466. 16p. 4 Diagrams.
Publication Year :
2008

Abstract

The question of determining strong convex underestimators for nonlinear functions is theoretically and practically of major interest. Unfortunately, results along these lines are quite limited as very few general procedures are at hand that can be applied to general classes of functions. In this paper we show how to reduce the question of determining a convex envelope to lower-dimensional optimization problems when the underlying function is indefinite and (n-1)-convex. Our structural result about this reduction technique enables us to give descriptions for the convex envelope of a variety of two-dimensional functions. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10526234
Volume :
19
Issue :
3
Database :
Academic Search Index
Journal :
SIAM Journal on Optimization
Publication Type :
Academic Journal
Accession number :
47408138
Full Text :
https://doi.org/10.1137/07069359X