Convexification of Nonsmooth Monotone Functions1

被引:0
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作者
X. L. Sun
H. Z. Luo
D. Li
机构
[1] Fudan University,Department of Management Science, School of Management
[2] Shanghai University,Department of Mathematics
[3] Zhejiang University of Technology,Department of Applied Mathematics
[4] Chinese University of Hong Kong,Department of Systems Engineering and Engineering Management
关键词
Global optimization; nonsmooth optimization; semismooth functions; convexification methods;
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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:12
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