Convexification of Nonsmooth Monotone Functions1

Author: Sun X.   Luo H.   Li D.  

Publisher: Springer Publishing Company

ISSN: 0022-3239

Source: Journal of Optimization Theory and Applications, Vol.132, Iss.2, 2007-02, pp. : 339-351

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

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.