On the Liu---Floudas Convexification of Smooth Programs

  • Authors:

  • Sanjo Zlobec

  • Affiliations:

  • Department of Mathematics and Statistics, McGill University, Quebec, Canada H3A 2K6

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2005

Quantified Score

Hi-index 0.00

Visualization

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.