Convexification of nonsmooth monotone Functions

被引：3
|
作者：
Sun, X. L.
Luo, H. Z.
Li, D.
Yang, X. Q.
机构：
[1] Fudan Univ, Sch Management, Dept Management Sci, Shanghai 200433, Peoples R China
[2] Zhejiang Univ, Dept Appl Math, Hangzhou, Zhejiang, Peoples R China
[3] Shanghai Univ, Dept Math, Shanghai, Peoples R China
[4] Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2007年 / 132卷 / 02期
基金：
中国国家自然科学基金;
关键词：
global optimization; nonsmooth optimization; semismooth functions; convexification methods;
D O I：
10.1007/s10957-006-9160-2
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We consider a convexification method for a class of nonsmooth monotone functions. Specifically, we prove that a semismooth monotone function can be converted into a convex function via certain convexification transformations. The results derived in this paper lay a theoretical base to extend the reach of convexification methods in monotone optimization to nonsmooth situations.
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页码：339 / 351
页数：13
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